-23.1%
TYL vs CAPR
+172.3%
-195.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.9% | +7.0% | +0.1% |
| 7D | +0.8% | +5.9% | -5.1% | +0.8% |
| 30D | +21.1% | +44.6% | -23.5% | +20.9% |
| 3M | +28.9% | +126.4% | -97.5% | +28.3% |
| 6M | +42.0% | -68.6% | +110.6% | +42.2% |
| YTD | -6.6% | -67.0% | +60.4% | -6.5% |
| 1Y | -9.1% | +65.2% | -74.2% | -12.0% |
| 3Y | +1.8% | +235.6% | -233.7% | -12.4% |
| All | -23.1% | +172.3% | -195.4% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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