+4.4%
ON vs TYL
+0.8%
+3.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.7% |
| 7D | -4.1% | +4.3% | -8.4% | -4.0% |
| 30D | -10.2% | +28.0% | -38.2% | -10.0% |
| 3M | -12.7% | +32.3% | -45.1% | -12.6% |
| 6M | -32.5% | +29.9% | -62.5% | -31.9% |
| YTD | +28.6% | -7.1% | +35.7% | +45.1% |
| 1Y | +43.4% | -9.2% | +52.6% | +63.2% |
| All | +4.4% | +0.8% | +3.7% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling