-43.8%
TOST vs TYL
-7.1%
-36.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -2.0% |
| 7D | +11.6% | +15.1% | -3.5% | -1.1% |
| 30D | +16.2% | +30.1% | -13.8% | -7.7% |
| 3M | +1.0% | +40.4% | -39.3% | -26.1% |
| 6M | +23.2% | +31.3% | -8.1% | -5.6% |
| YTD | -1.0% | -5.2% | +4.2% | +1.0% |
| 1Y | -9.9% | -6.6% | -3.3% | -7.1% |
| 3Y | +101.0% | +3.4% | +97.6% | +68.8% |
| 5Y | -40.4% | -19.3% | -21.1% | -27.2% |
| All | -43.8% | -7.1% | -36.7% | -39.7% |
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 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