+1,067.6%
PSX vs TYL
+983.9%
+83.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.7% | 0.0% |
| 7D | -13.1% | +6.7% | -19.8% | -14.4% |
| 30D | -9.5% | +26.5% | -36.1% | -14.3% |
| 3M | +20.2% | +37.3% | -17.1% | +11.4% |
| 6M | +44.9% | +31.2% | +13.7% | +34.9% |
| YTD | +94.4% | -7.4% | +101.8% | +94.4% |
| 1Y | +83.1% | -9.6% | +92.6% | +84.0% |
| 3Y | +132.2% | +1.9% | +130.3% | +123.3% |
| 5Y | +278.8% | -21.1% | +300.0% | +280.2% |
| 10Y | +354.2% | +171.8% | +182.4% | +205.0% |
| All | +1,067.6% | +983.9% | +83.7% | +354.7% |
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