+1.2%
TYL vs A
+67.3%
-66.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -1.1% |
| 7D | +3.5% | +4.8% | -1.2% | +2.7% |
| 30D | +26.9% | +5.6% | +21.2% | +25.5% |
| 3M | +33.8% | +23.6% | +10.2% | +28.2% |
| 6M | +28.8% | +56.4% | -27.5% | +17.5% |
| YTD | -7.9% | +33.4% | -41.3% | -13.0% |
| 1Y | -9.8% | +23.7% | -33.5% | -13.6% |
| 3Y | +1.2% | +71.0% | -69.8% | -8.2% |
| All | +1.2% | +67.3% | -66.1% | -8.2% |
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