+14.9%
O vs TYL
-25.2%
+40.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.1% |
| 7D | -0.7% | -3.7% | +2.9% | -0.1% |
| 30D | -1.9% | +18.7% | -20.6% | -4.9% |
| 3M | +3.8% | +18.1% | -14.3% | +0.5% |
| 6M | -4.7% | -1.1% | -3.6% | -5.1% |
| YTD | +12.5% | -19.8% | +32.3% | +16.5% |
| 1Y | +10.8% | -34.3% | +45.2% | +20.1% |
| 3Y | +28.8% | -8.2% | +37.0% | +26.5% |
| All | +14.9% | -25.2% | +40.1% | +14.2% |
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