-24.8%
TYL vs EXEL
+199.5%
-224.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -4.0% |
| 7D | -3.7% | +8.4% | -12.1% | -4.8% |
| 30D | +18.7% | +4.1% | +14.7% | +17.9% |
| 3M | +18.1% | +12.4% | +5.7% | +16.0% |
| 6M | -1.1% | +41.5% | -42.7% | -6.8% |
| YTD | -19.8% | +34.6% | -54.4% | -23.8% |
| 1Y | -34.3% | +57.9% | -92.2% | -39.5% |
| 3Y | -8.2% | +159.5% | -167.7% | -26.2% |
| All | -24.8% | +199.5% | -224.3% | -45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling