-21.1%
TYL vs A
+15.8%
-36.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.3% |
| 7D | +4.3% | +1.4% | +2.9% | +3.7% |
| 30D | +28.0% | +4.3% | +23.6% | +25.6% |
| 3M | +32.3% | +19.8% | +12.5% | +22.9% |
| 6M | +29.9% | +54.4% | -24.5% | +8.4% |
| YTD | -7.1% | +31.7% | -38.8% | -17.4% |
| 1Y | -9.2% | +22.4% | -31.7% | -16.9% |
| 3Y | +0.7% | +67.7% | -67.0% | -26.0% |
| 5Y | -21.1% | +15.7% | -36.8% | -24.4% |
| All | -21.1% | +15.8% | -36.8% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling