-27.2%
TYL vs PSLV
+154.9%
-182.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.7% | -4.4% |
| 7D | -7.6% | +2.7% | -10.3% | -7.7% |
| 30D | +11.3% | +3.5% | +7.9% | +11.0% |
| 3M | +14.5% | +0.3% | +14.2% | +14.4% |
| 6M | -7.1% | -21.0% | +13.9% | -5.6% |
| YTD | -23.4% | -8.9% | -14.5% | -24.3% |
| 1Y | -38.6% | +54.0% | -92.5% | -44.2% |
| 3Y | -11.3% | +175.4% | -186.8% | -29.9% |
| All | -27.2% | +154.9% | -182.1% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling