-45.7%
TOST vs TYL
-21.4%
-24.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +3.6% |
| 7D | -3.4% | -3.7% | +0.3% | -0.4% |
| 30D | -2.4% | +18.7% | -21.2% | -16.9% |
| 3M | +34.6% | +18.1% | +16.5% | +13.4% |
| 6M | +15.2% | -1.1% | +16.3% | +13.6% |
| YTD | -4.4% | -19.8% | +15.4% | +13.6% |
| 1Y | -17.4% | -34.3% | +16.9% | +17.9% |
| 3Y | +54.5% | -8.2% | +62.7% | +41.8% |
| All | -45.7% | -21.4% | -24.3% | -32.2% |
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 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