+73.6%
PAAS vs TYL
-22.8%
+96.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.0% |
| 7D | +8.8% | +3.5% | +5.3% | +8.2% |
| 30D | -8.5% | +26.9% | -35.3% | -12.8% |
| 3M | -17.0% | +33.8% | -50.8% | -22.1% |
| 6M | -27.9% | +28.8% | -56.7% | -32.3% |
| YTD | -17.5% | -7.9% | -9.6% | -15.9% |
| 1Y | +22.8% | -9.8% | +32.6% | +25.8% |
| 3Y | +224.2% | +1.2% | +223.0% | +208.6% |
| 5Y | +73.6% | -22.8% | +96.5% | +66.4% |
| All | +73.6% | -22.8% | +96.5% | +66.4% |
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 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