-22.4%
TYL vs HIG
+104.7%
-127.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.4% |
| 7D | +6.7% | +1.1% | +5.6% | +6.3% |
| 30D | +26.5% | +5.6% | +21.0% | +24.2% |
| 3M | +37.3% | -6.9% | +44.2% | +41.0% |
| 6M | +31.2% | +1.3% | +29.9% | +30.8% |
| YTD | -7.4% | -1.5% | -5.9% | -7.1% |
| 1Y | -9.6% | +6.6% | -16.2% | -11.9% |
| 3Y | +1.9% | +91.2% | -89.3% | -20.5% |
| All | -22.4% | +104.7% | -127.1% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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