-63.4%
PINS vs TYL
-25.2%
-38.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.9% | +0.5% |
| 7D | -12.0% | -3.7% | -8.4% | -9.8% |
| 30D | -12.7% | +18.7% | -31.4% | -22.6% |
| 3M | -5.5% | +18.1% | -23.6% | -16.9% |
| 6M | +5.3% | -1.1% | +6.4% | +4.1% |
| YTD | -21.2% | -19.8% | -1.4% | -10.4% |
| 1Y | -45.0% | -34.3% | -10.7% | -27.0% |
| 3Y | -26.2% | -8.2% | -18.0% | -32.5% |
| All | -63.4% | -25.2% | -38.2% | -61.9% |
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