+412.3%
TTD vs TYL
+145.0%
+267.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.4% | +2.5% |
| 7D | +19.9% | +4.3% | +15.6% | +15.0% |
| 30D | +27.6% | +28.0% | -0.3% | +0.5% |
| 3M | +15.2% | +32.3% | -17.2% | -12.7% |
| 6M | -33.2% | +29.9% | -63.1% | -49.4% |
| YTD | -59.4% | -7.1% | -52.3% | -58.7% |
| 1Y | -64.4% | -9.2% | -55.1% | -63.0% |
| 3Y | -75.9% | +0.7% | -76.6% | -80.0% |
| 5Y | -82.6% | -21.1% | -61.6% | -80.5% |
| 10Y | +558.1% | +180.8% | +377.3% | +162.2% |
| All | +412.3% | +145.0% | +267.3% | +142.0% |
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 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