+12.1%
O vs TYL
-22.0%
+34.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.1% |
| 7D | +3.5% | +4.3% | -0.8% | +2.8% |
| 30D | +10.4% | +28.0% | -17.5% | +5.8% |
| 3M | -2.4% | +32.3% | -34.8% | -7.3% |
| 6M | -1.2% | +29.9% | -31.1% | -6.2% |
| YTD | +10.4% | -7.1% | +17.5% | +11.4% |
| 1Y | +11.4% | -9.2% | +20.7% | +12.9% |
| 3Y | +40.4% | +0.7% | +39.7% | +36.3% |
| 5Y | +12.1% | -21.1% | +33.2% | +13.2% |
| All | +12.1% | -22.0% | +34.2% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling