+160.5%
PR vs TYL
+209.5%
-49.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +4.7% | -11.2% | -7.2% |
| 7D | -12.1% | +17.3% | -29.4% | -14.2% |
| 30D | +0.9% | +28.9% | -28.0% | -2.9% |
| 3M | +10.1% | +35.1% | -24.9% | +5.1% |
| 6M | +1.1% | +29.3% | -28.2% | -3.3% |
| YTD | +63.7% | -6.8% | +70.4% | +64.0% |
| 1Y | +87.0% | -9.9% | +96.9% | +88.5% |
| 3Y | +70.7% | +1.7% | +69.1% | +68.1% |
| 5Y | +246.8% | -21.6% | +268.4% | +237.3% |
| 10Y | +72.6% | +173.5% | -100.9% | +55.5% |
| All | +160.5% | +209.5% | -49.1% | +136.2% |
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