+129.1%
TT vs TYL
-8.1%
+137.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +0.7% |
| 7D | -0.2% | -3.7% | +3.4% | -0.2% |
| 30D | -7.4% | +18.7% | -26.1% | -7.7% |
| 3M | -3.2% | +18.1% | -21.3% | -3.5% |
| 6M | +1.1% | -1.1% | +2.2% | +2.5% |
| YTD | +15.6% | -19.8% | +35.4% | +21.5% |
| 1Y | +9.2% | -34.3% | +43.5% | +20.7% |
| All | +129.1% | -8.1% | +137.2% | +132.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling