+5,283.0%
O vs TYL
+9,737.0%
-4,454.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.3% |
| 7D | +4.5% | +15.1% | -10.6% | +3.1% |
| 30D | +10.2% | +30.1% | -19.9% | +7.4% |
| 3M | -3.8% | +40.4% | -44.1% | -7.0% |
| 6M | -3.8% | +31.3% | -35.1% | -6.7% |
| YTD | +10.3% | -5.2% | +15.5% | +10.0% |
| 1Y | +11.9% | -6.6% | +18.5% | +11.6% |
| 3Y | +38.1% | +3.4% | +34.7% | +35.9% |
| 5Y | +11.1% | -19.3% | +30.4% | +11.0% |
| 10Y | +72.7% | +178.1% | -105.4% | +53.9% |
| All | +5,283.0% | +9,737.0% | -4,454.1% | +3,406.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling