+146.0%
TT vs TYL
-25.2%
+171.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +1.4% |
| 7D | -0.2% | -3.7% | +3.4% | +0.4% |
| 30D | -7.4% | +18.7% | -26.1% | -10.5% |
| 3M | -3.2% | +18.1% | -21.3% | -6.9% |
| 6M | +1.1% | -1.1% | +2.2% | +0.9% |
| YTD | +15.6% | -19.8% | +35.4% | +21.6% |
| 1Y | +9.2% | -34.3% | +43.5% | +22.5% |
| 3Y | +124.4% | -8.2% | +132.6% | +118.2% |
| All | +146.0% | -25.2% | +171.2% | +145.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling