-3.3%
PR vs TYL
+31.6%
-34.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.7% | -6.6% | -4.7% |
| 7D | -16.5% | +15.1% | -31.6% | -16.0% |
| 30D | -4.5% | +30.1% | -34.6% | -3.7% |
| 3M | +8.5% | +40.4% | -31.8% | +10.5% |
| 6M | -3.3% | +31.3% | -34.6% | -0.6% |
| All | -3.3% | +31.6% | -34.9% | -0.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling