+58.1%
PPL vs TYL
+5.0%
+53.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.7% |
| 7D | +1.0% | +15.1% | -14.1% | +0.2% |
| 30D | +6.8% | +30.1% | -23.2% | +5.3% |
| 3M | +3.9% | +40.4% | -36.5% | +1.8% |
| 6M | -2.0% | +31.3% | -33.3% | -3.7% |
| YTD | +5.3% | -5.2% | +10.5% | +5.9% |
| 1Y | +2.2% | -6.6% | +8.8% | +2.9% |
| All | +58.1% | +5.0% | +53.1% | +56.9% |
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