+26.7%
Q vs TYL
-28.9%
+55.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.0% | +5.7% | +0.8% |
| 7D | +0.2% | -3.7% | +3.9% | -0.5% |
| 30D | -11.1% | +18.7% | -29.9% | -8.0% |
| 3M | -22.1% | +18.1% | -40.3% | -18.3% |
| 6M | +0.5% | -1.1% | +1.6% | +8.3% |
| YTD | +47.8% | -19.8% | +67.6% | +64.7% |
| All | +26.7% | -28.9% | +55.6% | +41.7% |
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