+1.9%
TYL vs EXEL
+231.1%
-229.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.5% | -2.4% |
| 7D | +6.7% | +0.3% | +6.4% | +6.6% |
| 30D | +26.5% | +19.0% | +7.5% | +24.6% |
| 3M | +37.3% | +33.3% | +4.0% | +33.9% |
| 6M | +31.2% | +42.9% | -11.7% | +27.3% |
| YTD | -7.4% | +58.7% | -66.1% | -11.2% |
| 1Y | -9.6% | +70.5% | -80.1% | -13.9% |
| 3Y | +1.9% | +233.8% | -231.9% | -10.3% |
| All | +1.9% | +231.1% | -229.2% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 3y: compounded portfolio wealth divided by compounded EXEL 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…
3y analysis · Full analysis span regression · 6 months rolling