+1.9%
TYL vs A
+64.2%
-62.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.6% |
| 7D | +6.7% | -0.1% | +6.7% | +6.6% |
| 30D | +26.5% | +3.4% | +23.2% | +25.6% |
| 3M | +37.3% | +23.8% | +13.5% | +31.4% |
| 6M | +31.2% | +49.0% | -17.8% | +20.8% |
| YTD | -7.4% | +29.4% | -36.8% | -12.1% |
| 1Y | -9.6% | +19.4% | -28.9% | -12.8% |
| 3Y | +1.9% | +66.2% | -64.3% | -6.7% |
| All | +1.9% | +64.2% | -62.3% | -6.7% |
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