+2,489.1%
TYL vs CAPR
-99.1%
+2,588.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.0% |
| 7D | -3.7% | -2.0% | -1.7% | -3.7% |
| 30D | +18.7% | +139.2% | -120.4% | +18.2% |
| 3M | +18.1% | -66.4% | +84.5% | +18.3% |
| 6M | -1.1% | -63.1% | +62.0% | -1.1% |
| YTD | -19.8% | -67.4% | +47.6% | -19.7% |
| 1Y | -34.3% | +58.2% | -92.6% | -35.7% |
| 3Y | -8.2% | +42.2% | -50.4% | -10.8% |
| 5Y | -25.4% | +87.3% | -112.7% | -27.9% |
| 10Y | +115.6% | -75.3% | +190.8% | +107.1% |
| All | +2,489.1% | -99.1% | +2,588.2% | +2,562.3% |
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