-34.3%
TYL vs PSLV
+57.1%
-91.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -4.0% |
| 7D | -3.7% | -0.6% | -3.0% | -3.7% |
| 30D | +18.7% | +7.3% | +11.5% | +18.8% |
| 3M | +18.1% | -7.4% | +25.6% | +18.6% |
| 6M | -1.1% | -20.3% | +19.2% | -0.2% |
| YTD | -19.8% | -8.2% | -11.6% | -17.1% |
| 1Y | -34.3% | +57.9% | -92.3% | -34.8% |
| All | -34.3% | +57.1% | -91.5% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 1y: compounded portfolio wealth divided by compounded PSLV 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…
1y analysis · Full analysis span regression · 6 months rolling