+38.1%
O vs TYL
+2.6%
+35.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.5% |
| 7D | +3.7% | +6.7% | -3.0% | +3.0% |
| 30D | +11.2% | +26.5% | -15.4% | +8.6% |
| 3M | -4.0% | +37.3% | -41.3% | -7.0% |
| 6M | -5.2% | +31.2% | -36.4% | -8.1% |
| YTD | +9.5% | -7.4% | +16.8% | +10.9% |
| 1Y | +10.6% | -9.6% | +20.2% | +12.5% |
| 3Y | +38.1% | +1.9% | +36.2% | +34.5% |
| All | +38.1% | +2.6% | +35.5% | +34.5% |
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