+7,304.2%
TYL vs EXEL
+334.5%
+6,969.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.6% | +7.2% | +2.5% |
| 7D | +15.1% | +3.8% | +11.3% | +14.5% |
| 30D | +30.1% | +17.8% | +12.3% | +27.1% |
| 3M | +40.4% | +21.2% | +19.2% | +36.5% |
| 6M | +31.3% | +54.7% | -23.4% | +23.0% |
| YTD | -5.2% | +56.8% | -62.0% | -11.5% |
| 1Y | -6.6% | +70.2% | -76.8% | -13.9% |
| 3Y | +3.4% | +227.2% | -223.8% | -14.7% |
| 5Y | -19.3% | +254.9% | -274.2% | -34.8% |
| 10Y | +178.1% | +476.9% | -298.8% | +95.6% |
| All | +7,304.2% | +334.5% | +6,969.7% | +3,265.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling