-72.0%
TTD vs TYL
-10.1%
-61.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.7% | -1.8% | +0.4% |
| 7D | +3.7% | +17.3% | -13.6% | -5.2% |
| 30D | +10.4% | +28.9% | -18.5% | -4.2% |
| 3M | -31.6% | +35.1% | -66.7% | -42.3% |
| 6M | -45.1% | +29.3% | -74.4% | -52.8% |
| YTD | -65.1% | -6.8% | -58.4% | -65.6% |
| 1Y | -72.0% | -9.9% | -62.1% | -72.0% |
| All | -72.0% | -10.1% | -61.9% | -72.0% |
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