+47.6%
ON vs TYL
-8.8%
+56.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | +12.2% | +0.8% | +11.4% | +12.6% |
| 30D | -3.1% | +21.1% | -24.3% | +4.1% |
| 3M | -12.9% | +28.9% | -41.8% | -3.5% |
| 6M | -38.6% | +42.0% | -80.6% | -27.9% |
| YTD | +31.2% | -6.6% | +37.8% | +57.1% |
| 1Y | +47.6% | -9.1% | +56.7% | +76.7% |
| All | +47.6% | -8.8% | +56.5% | +76.7% |
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