+83.0%
PL vs TYL
-19.3%
+102.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.8% | +0.7% |
| 7D | -9.3% | -3.7% | -5.6% | -7.8% |
| 30D | -18.9% | +18.7% | -37.7% | -26.1% |
| 3M | -58.4% | +18.1% | -76.5% | -63.0% |
| 6M | -30.3% | -1.1% | -29.2% | -32.6% |
| YTD | -8.1% | -19.8% | +11.7% | +0.8% |
| 1Y | +180.5% | -34.3% | +214.8% | +254.4% |
| 3Y | +444.1% | -8.2% | +452.4% | +423.2% |
| 5Y | +83.0% | -25.4% | +108.4% | +114.8% |
| All | +83.0% | -19.3% | +102.3% | +113.1% |
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