+1,073.8%
PSX vs TYL
+1,009.2%
+64.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.7% | -6.5% | -5.2% |
| 7D | -9.7% | +15.1% | -24.8% | -12.5% |
| 30D | -8.4% | +30.1% | -38.5% | -13.8% |
| 3M | +22.6% | +40.4% | -17.8% | +13.1% |
| 6M | +38.8% | +31.3% | +7.5% | +29.2% |
| YTD | +95.5% | -5.2% | +100.6% | +94.5% |
| 1Y | +87.1% | -6.6% | +93.7% | +86.7% |
| 3Y | +133.5% | +3.4% | +130.1% | +124.0% |
| 5Y | +280.9% | -19.3% | +300.2% | +280.4% |
| 10Y | +356.6% | +178.1% | +178.5% | +205.1% |
| All | +1,073.8% | +1,009.2% | +64.6% | +354.9% |
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 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