-22.3%
PINS vs TYL
+91.4%
-113.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -1.9% | -2.5% |
| 7D | -2.1% | +6.7% | -8.7% | -6.7% |
| 30D | -6.6% | +26.5% | -33.2% | -22.4% |
| 3M | -18.7% | +37.3% | -56.0% | -37.0% |
| 6M | -10.4% | +31.2% | -41.6% | -29.3% |
| YTD | -26.8% | -7.4% | -19.4% | -26.0% |
| 1Y | -27.9% | -9.6% | -18.3% | -25.8% |
| 3Y | -38.7% | +1.9% | -40.6% | -47.8% |
| 5Y | -59.0% | -21.1% | -37.9% | -55.8% |
| All | -22.3% | +91.4% | -113.7% | -65.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling