-80.8%
TTD vs TYL
-25.2%
-55.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.0% | -0.4% | -0.8% |
| 7D | +6.3% | -3.7% | +10.0% | +9.9% |
| 30D | -23.9% | +18.7% | -42.6% | -35.2% |
| 3M | -31.4% | +18.1% | -49.5% | -42.1% |
| 6M | -42.7% | -1.1% | -41.5% | -42.8% |
| YTD | -62.0% | -19.8% | -42.2% | -54.8% |
| 1Y | -72.2% | -34.3% | -37.9% | -59.9% |
| 3Y | -81.9% | -8.2% | -73.7% | -84.5% |
| All | -80.8% | -25.2% | -55.7% | -76.4% |
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