+99.6%
PSX vs TYL
-34.2%
+133.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.5% |
| 7D | +4.5% | -3.7% | +8.2% | +4.8% |
| 30D | +26.6% | +18.7% | +7.9% | +24.8% |
| 3M | +39.3% | +18.1% | +21.1% | +37.1% |
| 6M | +56.8% | -1.1% | +57.9% | +55.2% |
| YTD | +101.8% | -19.8% | +121.6% | +97.2% |
| 1Y | +99.6% | -34.3% | +133.9% | +93.8% |
| All | +99.6% | -34.2% | +133.8% | +93.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling