+209.7%
PH vs TYL
-23.0%
+232.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +4.3% | +0.8% | +3.5% | +4.1% |
| 30D | +0.1% | +21.1% | -21.0% | -4.9% |
| 3M | -9.4% | +28.9% | -38.3% | -15.7% |
| 6M | +8.8% | +42.0% | -33.3% | -2.9% |
| YTD | +9.6% | -6.6% | +16.2% | +11.7% |
| 1Y | +14.4% | -9.1% | +23.5% | +17.8% |
| 3Y | +134.5% | +1.8% | +132.7% | +125.9% |
| All | +209.7% | -23.0% | +232.7% | +217.9% |
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