-24.8%
TYL vs INDA
+8.8%
-33.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -3.7% | +0.7% | -4.4% | -4.1% |
| 30D | +18.7% | -0.8% | +19.5% | +19.2% |
| 3M | +18.1% | +3.9% | +14.2% | +15.3% |
| 6M | -1.1% | -0.7% | -0.4% | -1.0% |
| YTD | -19.8% | -7.7% | -12.1% | -15.8% |
| 1Y | -34.3% | -5.1% | -29.2% | -32.5% |
| 3Y | -8.2% | +13.6% | -21.9% | -21.2% |
| All | -24.8% | +8.8% | -33.6% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling