+7.8%
ON vs TYL
-21.3%
+29.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.3% |
| 7D | -11.7% | +6.7% | -18.3% | -14.0% |
| 30D | -23.3% | +26.5% | -49.8% | -30.6% |
| 3M | -19.2% | +37.3% | -56.5% | -30.2% |
| 6M | -40.1% | +31.2% | -71.3% | -49.3% |
| YTD | +16.9% | -7.4% | +24.3% | +20.1% |
| 1Y | +29.7% | -9.6% | +39.3% | +35.1% |
| 3Y | -4.4% | +1.9% | -6.3% | -15.3% |
| All | +7.8% | -21.3% | +29.1% | +16.3% |
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