+2,657.8%
TYL vs BR
+1,321.0%
+1,336.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.4% | -0.6% | -2.2% |
| 7D | -3.7% | -5.3% | +1.6% | -0.8% |
| 30D | +18.7% | +6.4% | +12.3% | +14.9% |
| 3M | +18.1% | +13.6% | +4.5% | +10.7% |
| 6M | -1.1% | -6.7% | +5.6% | +2.6% |
| YTD | -19.8% | -21.1% | +1.3% | -9.3% |
| 1Y | -34.3% | -29.6% | -4.8% | -21.2% |
| 3Y | -8.2% | -2.4% | -5.9% | -7.3% |
| 5Y | -25.4% | +11.2% | -36.7% | -29.7% |
| 10Y | +115.6% | +191.8% | -76.2% | +25.7% |
| All | +2,657.8% | +1,321.0% | +1,336.8% | +680.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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