-21.4%
TPR vs TYL
+0.4%
-21.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | -0.8% |
| 7D | -2.3% | -3.7% | +1.4% | -3.0% |
| 30D | -23.0% | +18.7% | -41.7% | -20.4% |
| 3M | -12.5% | +18.1% | -30.6% | -9.9% |
| 6M | -21.4% | -1.1% | -20.3% | -24.4% |
| All | -21.4% | +0.4% | -21.8% | -24.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling