+246.1%
PWR vs TYL
+1.7%
+244.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.3% | +4.4% |
| 7D | +4.7% | +0.5% | +4.2% | +4.9% |
| 30D | -12.5% | +25.2% | -37.7% | -10.0% |
| 3M | -9.3% | +31.8% | -41.1% | -6.2% |
| 6M | -22.2% | +36.3% | -58.4% | -19.2% |
| YTD | +44.2% | -6.3% | +50.4% | +57.2% |
| 1Y | +35.5% | -9.5% | +45.0% | +48.9% |
| All | +246.1% | +1.7% | +244.4% | +256.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling