+31.5%
Q vs TYL
-8.6%
+40.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.6% |
| 7D | +6.6% | +0.5% | +6.0% | +6.8% |
| 30D | +2.7% | +25.2% | -22.4% | +9.6% |
| 3M | -8.4% | +31.8% | -40.1% | -0.8% |
| 6M | -17.3% | +36.3% | -53.6% | -8.4% |
| YTD | +55.3% | -6.3% | +61.6% | +85.8% |
| 1Y | +31.5% | -9.5% | +40.9% | +61.6% |
| All | +31.5% | -8.6% | +40.1% | +61.6% |
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