+1,316.1%
TNA vs TYL
+2,896.1%
-1,580.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.7% | +5.7% |
| 7D | -0.1% | -3.7% | +3.6% | +4.3% |
| 30D | -4.9% | +18.7% | -23.7% | -24.8% |
| 3M | +0.4% | +18.1% | -17.8% | -25.0% |
| 6M | +32.5% | -1.1% | +33.7% | +16.6% |
| YTD | +53.7% | -19.8% | +73.5% | +67.2% |
| 1Y | +65.1% | -34.3% | +99.4% | +131.5% |
| 3Y | +98.4% | -8.2% | +106.7% | +69.9% |
| 5Y | -22.5% | -25.4% | +2.9% | -3.6% |
| 10Y | +82.5% | +115.6% | -33.1% | -46.9% |
| All | +1,316.1% | +2,896.1% | -1,580.1% | -97.0% |
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 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