+1.9%
TYL vs INDA
+15.9%
-14.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.9% |
| 7D | +6.7% | +6.6% | 0.0% | +4.4% |
| 30D | +26.5% | +10.4% | +16.2% | +22.6% |
| 3M | +37.3% | +1.5% | +35.8% | +36.3% |
| 6M | +31.2% | +1.7% | +29.4% | +30.1% |
| YTD | -7.4% | -5.8% | -1.5% | -5.3% |
| 1Y | -9.6% | -5.1% | -4.5% | -7.8% |
| 3Y | +1.9% | +16.0% | -14.1% | -7.2% |
| All | +1.9% | +15.9% | -14.0% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 3y: compounded portfolio wealth divided by compounded INDA 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…
3y analysis · Full analysis span regression · 6 months rolling