+24.3%
TPR vs TYL
-8.4%
+32.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.7% | +5.4% | +7.1% |
| 7D | +13.9% | +15.1% | -1.2% | +14.3% |
| 30D | +14.9% | +30.1% | -15.1% | +16.0% |
| 3M | -15.4% | +40.4% | -55.8% | -14.1% |
| 6M | -4.5% | +31.3% | -35.8% | -3.2% |
| YTD | +6.0% | -5.2% | +11.2% | +5.9% |
| 1Y | +24.3% | -6.6% | +30.9% | +24.1% |
| All | +24.3% | -8.4% | +32.7% | +24.1% |
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