+71.3%
PAAS vs TYL
-20.5%
+91.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.5% |
| 7D | -0.4% | +15.1% | -15.5% | -3.0% |
| 30D | -11.6% | +30.1% | -41.7% | -16.2% |
| 3M | -15.6% | +40.4% | -56.0% | -21.5% |
| 6M | -19.1% | +31.3% | -50.4% | -24.3% |
| YTD | -20.9% | -5.2% | -15.7% | -19.8% |
| 1Y | +21.3% | -6.6% | +27.9% | +23.3% |
| 3Y | +177.4% | +3.4% | +174.0% | +163.3% |
| 5Y | +71.3% | -19.3% | +90.6% | +63.0% |
| All | +71.3% | -20.5% | +91.9% | +63.0% |
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