+14,084.0%
TYL vs HIG
+992.6%
+13,091.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.0% |
| 7D | +0.5% | -0.7% | +1.2% | +0.7% |
| 30D | +25.2% | +5.4% | +19.8% | +24.2% |
| 3M | +31.8% | -0.9% | +32.7% | +32.1% |
| 6M | +36.3% | +4.8% | +31.5% | +35.4% |
| YTD | -6.3% | +0.9% | -7.2% | -6.4% |
| 1Y | -9.5% | +6.5% | -15.9% | -10.4% |
| 3Y | +1.6% | +95.7% | -94.1% | -8.8% |
| 5Y | -21.8% | +107.1% | -128.8% | -30.7% |
| 10Y | +183.3% | +262.6% | -79.4% | +122.4% |
| All | +14,084.0% | +992.6% | +13,091.4% | +7,808.1% |
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