+13,174.6%
TDG vs TYL
+3,543.9%
+9,630.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +1.9% |
| 7D | -2.0% | -3.7% | +1.7% | -0.7% |
| 30D | -7.4% | +18.7% | -26.1% | -13.5% |
| 3M | -5.4% | +18.1% | -23.5% | -12.0% |
| 6M | -11.6% | -1.1% | -10.5% | -12.8% |
| YTD | -12.6% | -19.8% | +7.2% | -7.6% |
| 1Y | -9.3% | -34.3% | +25.0% | +3.4% |
| 3Y | +49.2% | -8.2% | +57.4% | +45.5% |
| 5Y | +132.1% | -25.4% | +157.6% | +139.3% |
| 10Y | +544.8% | +115.6% | +429.2% | +324.3% |
| All | +13,174.6% | +3,543.9% | +9,630.7% | +2,436.0% |
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