+329.6%
TTD vs TYL
+144.4%
+185.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +3.0% |
| 7D | +5.2% | +6.7% | -1.5% | -1.1% |
| 30D | +6.9% | +26.5% | -19.6% | -14.9% |
| 3M | -26.8% | +37.3% | -64.1% | -46.8% |
| 6M | -46.1% | +31.2% | -77.3% | -59.6% |
| YTD | -65.9% | -7.4% | -58.6% | -65.3% |
| 1Y | -71.8% | -9.6% | -62.3% | -70.7% |
| 3Y | -83.3% | +1.9% | -85.2% | -86.4% |
| 5Y | -81.1% | -21.1% | -60.0% | -78.8% |
| 10Y | +441.7% | +171.8% | +269.9% | +118.0% |
| All | +329.6% | +144.4% | +185.2% | +103.5% |
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