+132.3%
TT vs TYL
-23.0%
+155.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +4.0% | +0.8% | +3.2% | +3.9% |
| 30D | -11.3% | +21.1% | -32.4% | -14.3% |
| 3M | -12.3% | +28.9% | -41.2% | -16.5% |
| 6M | -10.8% | +42.0% | -52.9% | -17.5% |
| YTD | +8.2% | -6.6% | +14.7% | +10.6% |
| 1Y | +1.5% | -9.1% | +10.5% | +4.6% |
| 3Y | +91.5% | +1.8% | +89.6% | +84.7% |
| All | +132.3% | -23.0% | +155.4% | +137.4% |
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