+2,961.0%
TYL vs CAPR
-99.1%
+3,060.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.6% | +5.3% | +1.7% |
| 7D | +15.1% | +29.7% | -14.6% | +15.0% |
| 30D | +30.1% | +11.0% | +19.1% | +30.0% |
| 3M | +40.4% | +118.8% | -78.5% | +39.7% |
| 6M | +31.3% | -73.9% | +105.2% | +31.6% |
| YTD | -5.2% | -70.2% | +65.0% | -5.1% |
| 1Y | -6.6% | +38.3% | -44.9% | -8.4% |
| 3Y | +3.4% | +199.7% | -196.3% | 0.0% |
| 5Y | -19.3% | +130.6% | -149.8% | -22.0% |
| 10Y | +178.1% | -68.5% | +246.6% | +167.4% |
| All | +2,961.0% | -99.1% | +3,060.1% | +3,047.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling