+163.8%
ON vs TYL
+7,214.1%
-7,050.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.2% |
| 7D | -11.7% | +6.7% | -18.3% | -13.5% |
| 30D | -23.3% | +26.5% | -49.8% | -28.9% |
| 3M | -19.2% | +37.3% | -56.5% | -27.4% |
| 6M | -40.1% | +31.2% | -71.3% | -46.9% |
| YTD | +16.9% | -7.4% | +24.3% | +13.9% |
| 1Y | +29.7% | -9.6% | +39.3% | +27.2% |
| 3Y | -4.4% | +1.9% | -6.3% | -10.5% |
| 5Y | +7.1% | -21.1% | +28.2% | +9.2% |
| 10Y | +447.2% | +171.8% | +275.4% | +299.7% |
| All | +163.8% | +7,214.1% | -7,050.3% | -11.4% |
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