+141.0%
PH vs TYL
-8.1%
+149.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | +0.4% |
| 7D | -3.1% | -3.7% | +0.6% | -2.5% |
| 30D | -3.2% | +18.7% | -22.0% | -6.2% |
| 3M | +10.6% | +18.1% | -7.6% | +6.8% |
| 6M | -2.1% | -1.1% | -1.0% | -1.5% |
| YTD | +10.2% | -19.8% | +30.0% | +19.2% |
| 1Y | +28.2% | -34.3% | +62.5% | +51.2% |
| All | +141.0% | -8.1% | +149.2% | +123.8% |
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 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