-31.9%
TYL vs PLTU
+134.3%
-166.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.3% | +0.7% |
| 7D | +0.5% | -0.9% | +1.5% | +0.4% |
| 30D | +25.2% | -34.7% | +59.9% | +28.1% |
| 3M | +31.8% | -10.8% | +42.5% | +31.4% |
| 6M | +36.3% | +24.1% | +12.2% | +30.9% |
| YTD | -6.3% | -36.8% | +30.6% | -7.8% |
| 1Y | -9.5% | -47.0% | +37.5% | -10.4% |
| All | -31.9% | +134.3% | -166.2% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTU.
Daily Out/Under-Performance
Portfolio return minus PLTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTU 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 10y: compounded portfolio wealth divided by compounded PLTU 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…
10y analysis · Full analysis span regression · 6 months rolling