+7,061.3%
TRV vs TYL
+14,603.2%
-7,541.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | +1.4% | +4.3% | -3.0% | +1.0% |
| 30D | +8.7% | +28.0% | -19.3% | +6.3% |
| 3M | +7.1% | +32.3% | -25.3% | +4.3% |
| 6M | +35.5% | +29.9% | +5.6% | +32.1% |
| YTD | +39.7% | -7.1% | +46.8% | +39.7% |
| 1Y | +44.1% | -9.2% | +53.3% | +44.3% |
| 3Y | +148.1% | +0.7% | +147.4% | +145.6% |
| 5Y | +178.6% | -21.1% | +199.6% | +178.5% |
| 10Y | +352.5% | +180.8% | +171.7% | +305.2% |
| All | +7,061.3% | +14,603.2% | -7,541.9% | +4,379.3% |
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