-9.2%
TYL vs A
+16.6%
-25.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | -0.2% |
| 7D | -1.6% | +0.7% | -2.3% | -1.7% |
| 30D | +22.1% | +0.8% | +21.3% | +21.6% |
| 3M | +33.4% | +16.9% | +16.5% | +29.1% |
| 6M | +36.8% | +53.8% | -17.0% | +25.3% |
| YTD | -6.7% | +28.1% | -34.8% | -7.2% |
| All | -9.2% | +16.6% | -25.8% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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