+59.6%
T vs TYL
+2.6%
+57.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.7% |
| 7D | +1.0% | +6.7% | -5.6% | +0.6% |
| 30D | -10.6% | +26.5% | -37.2% | -11.8% |
| 3M | -7.7% | +37.3% | -45.0% | -9.2% |
| 6M | -13.3% | +31.2% | -44.5% | -14.7% |
| YTD | -8.8% | -7.4% | -1.4% | -8.6% |
| 1Y | -8.4% | -9.6% | +1.2% | -8.1% |
| 3Y | +59.6% | +1.9% | +57.7% | +67.7% |
| All | +59.6% | +2.6% | +57.1% | +67.7% |
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 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