+93.4%
META vs TYL
+5.0%
+88.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.6% | -4.1% |
| 7D | -3.1% | +15.1% | -18.2% | -4.7% |
| 30D | -18.1% | +30.1% | -48.2% | -20.8% |
| 3M | +2.9% | +40.4% | -37.5% | -1.7% |
| 6M | +0.2% | +31.3% | -31.1% | -3.6% |
| YTD | -8.1% | -5.2% | -2.9% | -5.0% |
| 1Y | -4.5% | -6.6% | +2.1% | -1.0% |
| All | +93.4% | +5.0% | +88.5% | +119.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling