+421.8%
TPR vs TYL
+5.0%
+416.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.7% | +5.4% | +6.9% |
| 7D | +13.9% | +15.1% | -1.2% | +12.0% |
| 30D | +14.9% | +30.1% | -15.1% | +11.4% |
| 3M | -15.4% | +40.4% | -55.8% | -19.0% |
| 6M | -4.5% | +31.3% | -35.8% | -8.0% |
| YTD | +6.0% | -5.2% | +11.2% | +10.0% |
| 1Y | +24.3% | -6.6% | +30.9% | +29.4% |
| All | +421.8% | +5.0% | +416.8% | +483.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling