+10,659.2%
TYL vs A
+535.2%
+10,124.0%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +2.6% |
| 7D | +15.1% | -5.2% | +20.3% | +16.8% |
| 30D | +30.1% | +1.4% | +28.6% | +29.2% |
| 3M | +40.4% | +21.9% | +18.5% | +31.4% |
| 6M | +31.3% | +46.7% | -15.4% | +15.2% |
| YTD | -5.2% | +27.2% | -32.4% | -13.3% |
| 1Y | -6.6% | +17.9% | -24.5% | -12.7% |
| 3Y | +3.4% | +61.1% | -57.7% | -14.5% |
| 5Y | -19.3% | +13.8% | -33.1% | -25.8% |
| 10Y | +178.1% | +318.8% | -140.7% | +72.9% |
| All | +10,659.2% | +535.2% | +10,124.0% | +3,744.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling