+12,034.3%
TYL vs HIG
+1,002.1%
+11,032.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.9% | -3.8% |
| 7D | -3.7% | +0.3% | -4.0% | -3.7% |
| 30D | +18.7% | -3.2% | +22.0% | +19.3% |
| 3M | +18.1% | +9.1% | +9.0% | +16.6% |
| 6M | -1.1% | -1.8% | +0.7% | -0.9% |
| YTD | -19.8% | +1.8% | -21.6% | -20.1% |
| 1Y | -34.3% | +4.6% | -38.9% | -34.9% |
| 3Y | -8.2% | +101.6% | -109.9% | -18.1% |
| 5Y | -25.4% | +124.5% | -149.9% | -34.8% |
| 10Y | +115.6% | +317.8% | -202.2% | +65.5% |
| All | +12,034.3% | +1,002.1% | +11,032.3% | +6,651.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling