+146.7%
TRV vs TYL
+0.5%
+146.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -0.9% | +3.5% | -4.4% | -1.4% |
| 30D | +7.2% | +26.9% | -19.7% | +3.2% |
| 3M | +3.2% | +33.8% | -30.7% | -1.6% |
| 6M | +33.6% | +28.8% | +4.8% | +27.7% |
| YTD | +37.8% | -7.9% | +45.7% | +39.7% |
| 1Y | +43.4% | -9.8% | +53.2% | +46.0% |
| 3Y | +146.7% | +1.2% | +145.5% | +158.0% |
| All | +146.7% | +0.5% | +146.1% | +158.0% |
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 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