+94.6%
PBR vs TYL
-6.4%
+101.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | -1.6% |
| 7D | +8.6% | -3.7% | +12.3% | +8.9% |
| 30D | +12.8% | +18.7% | -5.9% | +11.5% |
| 3M | +14.7% | +18.1% | -3.5% | +13.2% |
| 6M | +25.2% | -1.1% | +26.3% | +25.7% |
| YTD | +77.1% | -19.8% | +97.0% | +81.9% |
| 1Y | +69.6% | -34.3% | +103.9% | +79.8% |
| All | +94.6% | -6.4% | +101.1% | +92.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling