+55.2%
T vs TYL
-22.0%
+77.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.6% |
| 7D | +2.6% | +4.3% | -1.7% | +2.1% |
| 30D | -1.1% | +28.0% | -29.0% | -3.3% |
| 3M | -7.7% | +32.3% | -40.1% | -10.1% |
| 6M | -10.6% | +29.9% | -40.5% | -12.9% |
| YTD | -7.5% | -7.1% | -0.3% | -7.2% |
| 1Y | -7.4% | -9.2% | +1.8% | -6.9% |
| 3Y | +63.1% | +0.7% | +62.4% | +61.0% |
| 5Y | +55.2% | -21.1% | +76.2% | +44.9% |
| All | +55.2% | -22.0% | +77.2% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling