+62.9%
ON vs TYL
-25.2%
+88.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.0% | +2.7% |
| 7D | +2.4% | -3.7% | +6.1% | +4.0% |
| 30D | -3.3% | +18.7% | -22.0% | -10.7% |
| 3M | -43.6% | +18.1% | -61.7% | -49.2% |
| 6M | +19.0% | -1.1% | +20.1% | +15.8% |
| YTD | +37.4% | -19.8% | +57.2% | +50.6% |
| 1Y | +54.8% | -34.3% | +89.1% | +94.7% |
| 3Y | -25.2% | -8.2% | -16.9% | -31.6% |
| All | +62.9% | -25.2% | +88.1% | +75.5% |
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