+8,486.3%
TPR vs TYL
+23,644.6%
-15,158.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.7% | +5.4% | +6.6% |
| 7D | +13.9% | +15.1% | -1.2% | +9.8% |
| 30D | +14.9% | +30.1% | -15.1% | +7.2% |
| 3M | -15.4% | +40.4% | -55.8% | -23.0% |
| 6M | -4.5% | +31.3% | -35.8% | -12.4% |
| YTD | +6.0% | -5.2% | +11.2% | +4.6% |
| 1Y | +24.3% | -6.6% | +30.9% | +23.1% |
| 3Y | +412.8% | +3.4% | +409.4% | +389.3% |
| 5Y | +258.4% | -19.3% | +277.7% | +260.9% |
| 10Y | +396.8% | +178.1% | +218.7% | +263.6% |
| All | +8,486.3% | +23,644.6% | -15,158.2% | +2,644.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling