+1.8%
TYL vs INDA
+16.8%
-15.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +0.8% | +1.1% | -0.3% | +0.5% |
| 30D | +21.1% | +9.4% | +11.7% | +17.6% |
| 3M | +28.9% | +2.9% | +26.0% | +27.4% |
| 6M | +42.0% | +7.2% | +34.8% | +38.6% |
| YTD | -6.6% | -4.8% | -1.8% | -4.9% |
| 1Y | -9.1% | -5.1% | -4.0% | -7.3% |
| 3Y | +1.8% | +16.7% | -14.8% | -4.4% |
| All | +1.8% | +16.8% | -15.0% | -4.4% |
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