-9.2%
TYL vs PSLV
-6.2%
-3.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | -0.5% |
| 7D | -1.6% | -4.3% | +2.7% | -1.7% |
| 30D | +22.1% | -16.6% | +38.7% | +21.7% |
| 3M | +33.4% | -24.6% | +57.9% | +32.8% |
| 6M | +36.8% | -42.5% | +79.3% | +37.3% |
| YTD | -6.7% | -31.7% | +25.0% | -3.2% |
| 1Y | -9.2% | -8.7% | -0.6% | -0.6% |
| All | -9.2% | -6.2% | -3.0% | -0.6% |
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