-19.2%
TNA vs TYL
-28.2%
+9.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | +2.7% |
| 7D | +4.1% | -7.6% | +11.7% | +11.5% |
| 30D | -7.6% | +11.3% | -19.0% | -17.5% |
| 3M | +8.1% | +14.5% | -6.4% | -9.6% |
| 6M | +49.0% | -7.1% | +56.2% | +48.0% |
| YTD | +51.7% | -23.4% | +75.1% | +80.8% |
| 1Y | +59.6% | -38.6% | +98.2% | +148.1% |
| 3Y | +118.9% | -11.3% | +130.2% | +101.9% |
| 5Y | -19.2% | -28.0% | +8.8% | +8.7% |
| All | -19.2% | -28.2% | +9.0% | +8.7% |
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