+59.2%
TSEM vs TYL
-8.6%
+67.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.9% | +6.7% | +8.4% |
| 7D | +6.8% | +0.5% | +6.2% | +7.5% |
| 30D | -26.6% | +25.2% | -51.8% | -11.1% |
| 3M | -36.3% | +31.8% | -68.1% | -18.8% |
| 6M | -30.6% | +36.3% | -66.9% | -4.4% |
| YTD | +35.3% | -6.3% | +41.6% | +71.6% |
| 1Y | +59.2% | -9.5% | +68.7% | +99.7% |
| All | +59.2% | -8.6% | +67.9% | +99.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling