+26.5%
ON vs TYL
-20.9%
+47.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.9% | +4.8% | +5.4% |
| 7D | +3.3% | +0.5% | +2.8% | +3.0% |
| 30D | -3.1% | +25.2% | -28.3% | -12.0% |
| 3M | -9.2% | +31.8% | -41.0% | -20.1% |
| 6M | -31.4% | +36.3% | -67.6% | -42.7% |
| YTD | +36.0% | -6.3% | +42.2% | +39.1% |
| 1Y | +52.0% | -9.5% | +61.5% | +58.9% |
| 3Y | +9.3% | +1.6% | +7.6% | -2.4% |
| 5Y | +26.5% | -21.8% | +48.3% | +35.6% |
| All | +26.5% | -20.9% | +47.4% | +35.6% |
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