+47.6%
ON vs TYL
-10.1%
+57.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.7% | -6.6% | -0.2% |
| 7D | -5.8% | +17.3% | -23.1% | 0.0% |
| 30D | -17.1% | +28.9% | -46.0% | -8.8% |
| 3M | -11.8% | +35.1% | -46.9% | -0.5% |
| 6M | -30.2% | +29.3% | -59.5% | -18.4% |
| YTD | +31.6% | -6.8% | +38.3% | +54.4% |
| 1Y | +47.6% | -9.9% | +57.5% | +72.4% |
| All | +47.6% | -10.1% | +57.6% | +72.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling