-7.2%
TYL vs A
+26.9%
-34.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.1% |
| 7D | -3.7% | -1.9% | -1.7% | -3.3% |
| 30D | +18.7% | +6.9% | +11.8% | +17.1% |
| 3M | +18.1% | +9.2% | +8.9% | +15.9% |
| 6M | -1.1% | +25.7% | -26.8% | -6.0% |
| YTD | -19.8% | +11.5% | -31.3% | -21.6% |
| 1Y | -34.3% | +18.4% | -52.7% | -36.6% |
| All | -7.2% | +26.9% | -34.1% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling