+449.1%
PL vs TYL
-8.1%
+457.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.8% | -0.3% |
| 7D | -9.3% | -3.7% | -5.6% | -8.6% |
| 30D | -18.9% | +18.7% | -37.7% | -22.5% |
| 3M | -58.4% | +18.1% | -76.5% | -60.7% |
| 6M | -30.3% | -1.1% | -29.2% | -29.6% |
| YTD | -8.1% | -19.8% | +11.7% | +4.5% |
| 1Y | +180.5% | -34.3% | +214.8% | +268.0% |
| All | +449.1% | -8.1% | +457.2% | +406.6% |
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 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