+240.4%
TPR vs TYL
-25.2%
+265.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +1.3% |
| 7D | -2.3% | -3.7% | +1.4% | -1.2% |
| 30D | -23.0% | +18.7% | -41.7% | -27.6% |
| 3M | -12.5% | +18.1% | -30.6% | -18.2% |
| 6M | -21.4% | -1.1% | -20.3% | -22.3% |
| YTD | -3.5% | -19.8% | +16.3% | +3.3% |
| 1Y | +17.4% | -34.3% | +51.7% | +37.3% |
| 3Y | +291.3% | -8.2% | +299.5% | +277.5% |
| All | +240.4% | -25.2% | +265.6% | +251.0% |
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