+148.1%
TRV vs TYL
+1.3%
+146.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.0% | +0.8% | +1.2% | +1.9% |
| 30D | +6.7% | +21.1% | -14.4% | +3.5% |
| 3M | +9.4% | +28.9% | -19.6% | +4.9% |
| 6M | +37.7% | +42.0% | -4.3% | +29.7% |
| YTD | +40.6% | -6.6% | +47.2% | +42.3% |
| 1Y | +42.4% | -9.1% | +51.5% | +44.9% |
| 3Y | +148.1% | +1.8% | +146.3% | +159.6% |
| All | +148.1% | +1.3% | +146.8% | +159.6% |
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