+12.8%
PH vs TYL
-9.8%
+22.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.6% |
| 7D | +7.4% | -1.6% | +8.9% | +7.1% |
| 30D | +0.5% | +22.1% | -21.6% | +3.2% |
| 3M | -10.2% | +33.4% | -43.6% | -6.8% |
| 6M | +8.9% | +36.8% | -27.9% | +13.8% |
| YTD | +9.7% | -6.7% | +16.3% | +13.5% |
| 1Y | +12.8% | -9.2% | +22.0% | +17.8% |
| All | +12.8% | -9.8% | +22.6% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling