+8,410.9%
TER vs TYL
+14,906.9%
-6,496.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +1.7% | -16.9% | -15.5% |
| 7D | -28.2% | +15.1% | -43.3% | -30.2% |
| 30D | -50.6% | +30.1% | -80.6% | -53.1% |
| 3M | -45.3% | +40.4% | -85.7% | -49.3% |
| 6M | -40.4% | +31.3% | -71.7% | -45.0% |
| YTD | +10.0% | -5.2% | +15.2% | +6.3% |
| 1Y | +13.6% | -6.6% | +20.2% | +10.0% |
| 3Y | +145.2% | +3.4% | +141.8% | +130.8% |
| 5Y | +50.4% | -19.3% | +69.6% | +48.8% |
| 10Y | +882.9% | +178.1% | +704.8% | +691.9% |
| All | +8,410.9% | +14,906.9% | -6,496.0% | +3,202.1% |
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