+28.0%
TNA vs TYL
-8.1%
+36.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.0% |
| 7D | -0.5% | +4.3% | -4.8% | -0.5% |
| 30D | -0.7% | +28.0% | -28.7% | -0.4% |
| 3M | -21.5% | +32.3% | -53.8% | -21.1% |
| 6M | -11.2% | +29.9% | -41.2% | -10.1% |
| YTD | +27.0% | -7.1% | +34.1% | +42.4% |
| 1Y | +28.0% | -9.2% | +37.3% | +45.8% |
| All | +28.0% | -8.1% | +36.1% | +45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling