+71.7%
TER vs TYL
-23.0%
+94.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | +14.4% | +0.8% | +13.5% | +14.2% |
| 30D | -30.6% | +21.1% | -51.7% | -32.7% |
| 3M | -39.2% | +28.9% | -68.1% | -42.2% |
| 6M | -31.3% | +42.0% | -73.3% | -37.9% |
| YTD | +29.1% | -6.6% | +35.7% | +35.6% |
| 1Y | +47.4% | -9.1% | +56.5% | +56.8% |
| 3Y | +191.2% | +1.8% | +189.4% | +165.1% |
| All | +71.7% | -23.0% | +94.7% | +85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling