+10.7%
O vs TYL
-21.3%
+32.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.4% |
| 7D | +3.7% | +6.7% | -3.0% | +2.6% |
| 30D | +11.2% | +26.5% | -15.4% | +6.7% |
| 3M | -4.0% | +37.3% | -41.3% | -9.3% |
| 6M | -5.2% | +31.2% | -36.4% | -10.2% |
| YTD | +9.5% | -7.4% | +16.8% | +10.5% |
| 1Y | +10.6% | -9.6% | +20.2% | +12.2% |
| 3Y | +38.1% | +1.9% | +36.2% | +33.7% |
| All | +10.7% | -21.3% | +32.0% | +12.2% |
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