+19.3%
TPR vs TYL
-10.1%
+29.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.7% | -1.1% | +3.6% |
| 7D | +12.6% | +17.3% | -4.6% | +13.2% |
| 30D | +7.1% | +28.9% | -21.8% | +8.2% |
| 3M | -19.4% | +35.1% | -54.4% | -18.2% |
| 6M | -9.7% | +29.3% | -39.0% | -8.5% |
| YTD | -1.0% | -6.8% | +5.8% | -1.6% |
| 1Y | +19.3% | -9.9% | +29.2% | +17.8% |
| All | +19.3% | -10.1% | +29.4% | +17.8% |
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