+1,269.9%
PAAS vs TYL
+10,686.1%
-9,416.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.0% | +1.6% | -2.1% |
| 7D | -2.9% | -3.7% | +0.8% | -2.6% |
| 30D | +6.8% | +18.7% | -11.9% | +5.4% |
| 3M | -2.9% | +18.1% | -21.0% | -4.3% |
| 6M | -16.4% | -1.1% | -15.3% | -16.7% |
| YTD | 0.0% | -19.8% | +19.8% | +1.2% |
| 1Y | +54.3% | -34.3% | +88.6% | +58.3% |
| 3Y | +230.7% | -8.2% | +238.9% | +229.4% |
| 5Y | +111.6% | -25.4% | +137.1% | +113.0% |
| 10Y | +211.7% | +115.6% | +96.1% | +193.5% |
| All | +1,269.9% | +10,686.1% | -9,416.2% | +966.8% |
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