+155.9%
TNA vs TYL
+0.5%
+155.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.6% | +10.2% | +9.8% |
| 7D | +2.3% | +3.5% | -1.2% | +0.7% |
| 30D | +1.4% | +26.9% | -25.5% | -8.5% |
| 3M | -21.1% | +33.8% | -54.9% | -31.0% |
| 6M | -9.4% | +28.8% | -38.2% | -20.9% |
| YTD | +29.6% | -7.9% | +37.5% | +43.1% |
| 1Y | +34.6% | -9.8% | +44.4% | +51.3% |
| 3Y | +155.9% | +1.2% | +154.7% | +165.2% |
| All | +155.9% | +0.5% | +155.3% | +165.2% |
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