-13.0%
PINS vs TYL
+92.6%
-105.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.7% | -0.5% | +0.7% |
| 7D | +1.4% | +17.3% | -15.8% | -10.3% |
| 30D | +5.8% | +28.9% | -23.1% | -13.2% |
| 3M | -17.0% | +35.1% | -52.1% | -34.8% |
| 6M | +1.8% | +29.3% | -27.5% | -18.7% |
| YTD | -18.0% | -6.8% | -11.3% | -17.5% |
| 1Y | -35.5% | -9.9% | -25.6% | -33.1% |
| 3Y | -31.4% | +1.7% | -33.1% | -41.4% |
| 5Y | -51.4% | -21.6% | -29.8% | -47.2% |
| All | -13.0% | +92.6% | -105.6% | -61.8% |
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 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