+162.5%
ON vs TYL
+7,384.7%
-7,222.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +1.7% | -13.2% | -12.1% |
| 7D | -16.3% | +15.1% | -31.3% | -19.9% |
| 30D | -27.0% | +30.1% | -57.1% | -32.9% |
| 3M | -18.1% | +40.4% | -58.5% | -26.9% |
| 6M | -38.6% | +31.3% | -69.9% | -45.6% |
| YTD | +16.4% | -5.2% | +21.6% | +12.6% |
| 1Y | +25.8% | -6.6% | +32.4% | +22.1% |
| 3Y | -7.7% | +3.4% | -11.1% | -13.9% |
| 5Y | +6.6% | -19.3% | +25.8% | +8.0% |
| 10Y | +444.6% | +178.1% | +266.5% | +295.1% |
| All | +162.5% | +7,384.7% | -7,222.2% | -12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling