+145.5%
TER vs TYL
+5.0%
+140.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +1.7% | -16.9% | -14.6% |
| 7D | -28.2% | +15.1% | -43.3% | -23.8% |
| 30D | -50.6% | +30.1% | -80.6% | -44.9% |
| 3M | -45.3% | +40.4% | -85.7% | -37.2% |
| 6M | -40.4% | +31.3% | -71.7% | -30.6% |
| YTD | +10.0% | -5.2% | +15.2% | +33.3% |
| 1Y | +13.6% | -6.6% | +20.2% | +37.8% |
| All | +145.5% | +5.0% | +140.5% | +152.8% |
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