+325.6%
TTD vs TYL
+150.1%
+175.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -4.7% |
| 7D | -1.9% | +15.1% | -17.0% | -14.4% |
| 30D | +7.5% | +30.1% | -22.6% | -16.5% |
| 3M | -32.4% | +40.4% | -72.8% | -51.8% |
| 6M | -47.9% | +31.3% | -79.2% | -60.9% |
| YTD | -66.3% | -5.2% | -61.1% | -66.3% |
| 1Y | -73.1% | -6.6% | -66.5% | -72.9% |
| 3Y | -83.8% | +3.4% | -87.2% | -86.9% |
| 5Y | -81.3% | -19.3% | -62.0% | -79.4% |
| 10Y | +436.7% | +178.1% | +258.5% | +111.6% |
| All | +325.6% | +150.1% | +175.5% | +97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling