+891.9%
TYL vs INDA
+115.1%
+776.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -3.7% | +0.7% | -4.4% | -4.0% |
| 30D | +18.7% | -0.8% | +19.5% | +19.1% |
| 3M | +18.1% | +3.9% | +14.2% | +16.2% |
| 6M | -1.1% | -0.7% | -0.4% | -1.2% |
| YTD | -19.8% | -7.7% | -12.1% | -17.5% |
| 1Y | -34.3% | -5.1% | -29.2% | -33.3% |
| 3Y | -8.2% | +13.6% | -21.9% | -13.9% |
| 5Y | -25.4% | +7.8% | -33.2% | -28.5% |
| 10Y | +115.6% | +84.6% | +30.9% | +62.9% |
| All | +891.9% | +115.1% | +776.8% | +583.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling