+449.6%
P vs TYL
+154.4%
+295.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | +1.7% | -18.1% | -17.1% |
| 7D | -31.9% | +15.1% | -47.0% | -36.5% |
| 30D | -36.5% | +30.1% | -66.6% | -44.5% |
| 3M | +11.6% | +40.4% | -28.8% | -7.4% |
| 6M | +25.2% | +31.3% | -6.1% | +4.2% |
| YTD | +39.4% | -5.2% | +44.6% | +35.4% |
| 1Y | -3.7% | -6.6% | +2.9% | -6.1% |
| 3Y | +167.3% | +3.4% | +163.9% | +137.6% |
| 5Y | +237.3% | -19.3% | +256.6% | +240.1% |
| 10Y | +698.6% | +178.1% | +520.5% | +327.6% |
| All | +449.6% | +154.4% | +295.3% | +197.1% |
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