-0.8%
TOST vs TYL
-10.1%
+9.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.7% | +0.8% | +2.9% |
| 7D | +10.7% | +17.3% | -6.5% | +1.3% |
| 30D | +17.7% | +28.9% | -11.2% | +2.1% |
| 3M | +4.6% | +35.1% | -30.5% | -12.7% |
| 6M | +20.3% | +29.3% | -9.1% | +2.6% |
| YTD | -0.4% | -6.8% | +6.4% | -0.2% |
| 1Y | -0.8% | -9.9% | +9.1% | -0.9% |
| All | -0.8% | -10.1% | +9.3% | -0.9% |
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