+3,068.0%
TYL vs BR
+1,480.9%
+1,587.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.1% |
| 7D | +3.5% | +4.4% | -0.9% | +1.2% |
| 30D | +26.9% | +16.3% | +10.6% | +17.2% |
| 3M | +33.8% | +16.2% | +17.6% | +23.8% |
| 6M | +28.8% | +30.3% | -1.5% | +12.6% |
| YTD | -7.9% | -12.2% | +4.3% | -1.4% |
| 1Y | -9.8% | -11.3% | +1.5% | -4.0% |
| 3Y | +1.2% | +15.2% | -14.1% | -6.2% |
| 5Y | -22.8% | +18.0% | -40.9% | -29.5% |
| 10Y | +168.8% | +268.7% | -99.9% | +40.2% |
| All | +3,068.0% | +1,480.9% | +1,587.1% | +748.5% |
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