-11.6%
TYL vs PSLV
+179.9%
-191.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -1.5% |
| 7D | -8.6% | +3.3% | -11.9% | -8.6% |
| 30D | +7.5% | +2.1% | +5.4% | +7.5% |
| 3M | +10.9% | +7.1% | +3.8% | +11.0% |
| 6M | -6.7% | -21.6% | +14.9% | -5.8% |
| YTD | -24.5% | -6.7% | -17.8% | -23.7% |
| 1Y | -38.6% | +59.3% | -97.9% | -39.0% |
| All | -11.6% | +179.9% | -191.6% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling