+6,477.2%
TRV vs TYL
+12,593.6%
-6,116.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -1.0% |
| 7D | -0.1% | -3.7% | +3.5% | +0.2% |
| 30D | -3.4% | +18.7% | -22.2% | -4.9% |
| 3M | +26.4% | +18.1% | +8.3% | +24.4% |
| 6M | +19.3% | -1.1% | +20.4% | +19.1% |
| YTD | +28.3% | -19.8% | +48.1% | +30.1% |
| 1Y | +34.3% | -34.3% | +68.6% | +38.4% |
| 3Y | +140.1% | -8.2% | +148.4% | +139.6% |
| 5Y | +155.7% | -25.4% | +181.1% | +157.2% |
| 10Y | +285.5% | +115.6% | +170.0% | +253.1% |
| All | +6,477.2% | +12,593.6% | -6,116.5% | +4,070.7% |
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