+1,594.6%
T vs TYL
+14,906.9%
-13,312.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.2% |
| 7D | +4.3% | +15.1% | -10.8% | +3.4% |
| 30D | -9.7% | +30.1% | -39.7% | -11.2% |
| 3M | -4.3% | +40.4% | -44.7% | -6.4% |
| 6M | -13.7% | +31.3% | -44.9% | -15.3% |
| YTD | -8.0% | -5.2% | -2.8% | -8.1% |
| 1Y | -6.9% | -6.6% | -0.3% | -7.0% |
| 3Y | +59.7% | +3.4% | +56.3% | +58.0% |
| 5Y | +53.4% | -19.3% | +72.7% | +53.0% |
| 10Y | +58.2% | +178.1% | -119.9% | +45.7% |
| All | +1,594.6% | +14,906.9% | -13,312.3% | +1,083.2% |
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