+13,899.9%
TDG vs TYL
+4,120.8%
+9,779.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | +1.4% | +4.3% | -2.9% | -0.2% |
| 30D | +10.6% | +28.0% | -17.3% | +0.6% |
| 3M | +0.2% | +32.3% | -32.2% | -10.6% |
| 6M | +0.9% | +29.9% | -29.0% | -10.4% |
| YTD | -7.8% | -7.1% | -0.7% | -8.3% |
| 1Y | -4.9% | -9.2% | +4.3% | -4.6% |
| 3Y | +44.5% | +0.7% | +43.8% | +35.8% |
| 5Y | +117.7% | -21.1% | +138.8% | +119.3% |
| 10Y | +565.8% | +180.8% | +385.0% | +294.7% |
| All | +13,899.9% | +4,120.8% | +9,779.1% | +2,416.6% |
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