-24.8%
Q vs TYL
+31.6%
-56.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.7% | -9.1% | -6.2% |
| 7D | -10.3% | +15.1% | -25.4% | -0.9% |
| 30D | -17.7% | +30.1% | -47.7% | -0.7% |
| 3M | -18.8% | +40.4% | -59.2% | +4.7% |
| 6M | -24.8% | +31.3% | -56.1% | -1.7% |
| All | -24.8% | +31.6% | -56.4% | -1.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling