+42.8%
TSM vs TYL
-8.8%
+51.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.6% |
| 7D | +6.2% | +0.8% | +5.4% | +6.4% |
| 30D | -7.3% | +21.1% | -28.4% | -2.0% |
| 3M | -7.1% | +28.9% | -36.0% | 0.0% |
| 6M | +0.2% | +42.0% | -41.8% | +11.1% |
| YTD | +32.2% | -6.6% | +38.8% | +36.0% |
| 1Y | +42.8% | -9.1% | +51.9% | +45.3% |
| All | +42.8% | -8.8% | +51.6% | +45.3% |
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 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