+9,000.7%
TYL vs A
+457.0%
+8,543.7%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.2% |
| 7D | -3.7% | -1.9% | -1.7% | -3.1% |
| 30D | +18.7% | +6.9% | +11.8% | +16.3% |
| 3M | +18.1% | +9.2% | +8.9% | +14.6% |
| 6M | -1.1% | +25.7% | -26.8% | -8.9% |
| YTD | -19.8% | +11.5% | -31.3% | -23.3% |
| 1Y | -34.3% | +18.4% | -52.7% | -38.6% |
| 3Y | -8.2% | +26.6% | -34.8% | -17.9% |
| 5Y | -25.4% | -12.8% | -12.6% | -25.3% |
| 10Y | +115.6% | +247.2% | -131.6% | +42.2% |
| All | +9,000.7% | +457.0% | +8,543.7% | +3,301.5% |
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