+238.5%
TER vs TYL
-8.1%
+246.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.0% | +9.5% | +4.4% |
| 7D | +0.6% | -3.7% | +4.3% | -0.3% |
| 30D | -8.3% | +18.7% | -27.0% | -4.0% |
| 3M | -12.2% | +18.1% | -30.3% | -6.9% |
| 6M | +17.1% | -1.1% | +18.2% | +24.7% |
| YTD | +84.7% | -19.8% | +104.5% | +105.4% |
| 1Y | +199.9% | -34.3% | +234.2% | +255.0% |
| All | +238.5% | -8.1% | +246.6% | +215.2% |
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 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