+31.4%
PWR vs TYL
-8.8%
+40.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.6% | +9.9% | +9.1% |
| 7D | -4.8% | +3.5% | -8.3% | -3.0% |
| 30D | -16.2% | +26.9% | -43.1% | -7.5% |
| 3M | -11.9% | +33.8% | -45.8% | -0.3% |
| 6M | -20.6% | +28.8% | -49.4% | -9.5% |
| YTD | +40.3% | -7.9% | +48.1% | +47.4% |
| All | +31.4% | -8.8% | +40.2% | +38.2% |
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 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