-18.9%
PINS vs TYL
+95.9%
-114.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.7% | -8.4% | -8.0% |
| 7D | -0.7% | +15.1% | -15.7% | -10.8% |
| 30D | -1.2% | +30.1% | -31.3% | -19.6% |
| 3M | -15.3% | +40.4% | -55.7% | -35.5% |
| 6M | -11.2% | +31.3% | -42.5% | -29.9% |
| YTD | -23.6% | -5.2% | -18.4% | -24.1% |
| 1Y | -23.1% | -6.6% | -16.5% | -22.9% |
| 3Y | -36.0% | +3.4% | -39.4% | -46.1% |
| 5Y | -57.2% | -19.3% | -37.9% | -54.6% |
| All | -18.9% | +95.9% | -114.7% | -64.8% |
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