+403.1%
PL vs TYL
+5.0%
+398.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.7% | -11.8% | -10.3% |
| 7D | -20.5% | +15.1% | -35.6% | -21.9% |
| 30D | -38.8% | +30.1% | -68.8% | -41.1% |
| 3M | -49.1% | +40.4% | -89.5% | -52.1% |
| 6M | -69.4% | +31.3% | -100.7% | -71.0% |
| YTD | -42.3% | -5.2% | -37.1% | -35.8% |
| 1Y | -14.2% | -6.6% | -7.6% | -3.9% |
| All | +403.1% | +5.0% | +398.1% | +420.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling