+180.5%
PL vs TYL
-34.2%
+214.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.8% | -2.1% |
| 7D | -9.3% | -3.7% | -5.6% | -10.0% |
| 30D | -18.9% | +18.7% | -37.7% | -16.1% |
| 3M | -58.4% | +18.1% | -76.5% | -56.5% |
| 6M | -30.3% | -1.1% | -29.2% | -25.4% |
| YTD | -8.1% | -19.8% | +11.7% | +2.3% |
| 1Y | +180.5% | -34.3% | +214.8% | +315.6% |
| All | +180.5% | -34.2% | +214.7% | +315.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling