+4.3%
TYL vs A
+61.4%
-57.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +2.2% |
| 7D | +15.1% | -5.2% | +20.3% | +16.0% |
| 30D | +30.1% | +1.4% | +28.6% | +29.5% |
| 3M | +40.4% | +21.9% | +18.5% | +34.7% |
| 6M | +31.3% | +46.7% | -15.4% | +21.2% |
| YTD | -5.2% | +27.2% | -32.4% | -9.8% |
| 1Y | -6.6% | +17.9% | -24.5% | -9.8% |
| All | +4.3% | +61.4% | -57.2% | -4.3% |
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