+22,018.4%
PH vs TYL
+14,906.9%
+7,111.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.2% |
| 7D | -3.9% | +15.1% | -19.0% | -5.5% |
| 30D | -9.4% | +30.1% | -39.5% | -12.3% |
| 3M | -10.3% | +40.4% | -50.7% | -14.2% |
| 6M | +2.7% | +31.3% | -28.6% | -1.4% |
| YTD | +2.1% | -5.2% | +7.3% | +1.4% |
| 1Y | +16.2% | -6.6% | +22.8% | +15.6% |
| 3Y | +129.3% | +3.4% | +125.9% | +124.7% |
| 5Y | +191.7% | -19.3% | +211.0% | +192.5% |
| 10Y | +759.2% | +178.1% | +581.1% | +653.6% |
| All | +22,018.4% | +14,906.9% | +7,111.5% | +12,989.5% |
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 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