-37.7%
TSLL vs TYL
+0.4%
-38.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -4.0% | -7.8% | -13.7% |
| 7D | +1.9% | -3.7% | +5.6% | 0.0% |
| 30D | +17.8% | +18.7% | -1.0% | +30.3% |
| 3M | -37.0% | +18.1% | -55.1% | -28.2% |
| 6M | -37.7% | -1.1% | -36.6% | -38.5% |
| All | -37.7% | +0.4% | -38.0% | -38.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling