+1,975.4%
TYL vs PSLV
+61.5%
+1,913.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | -0.2% |
| 7D | -1.6% | -4.3% | +2.7% | -1.3% |
| 30D | +22.1% | -16.6% | +38.7% | +23.7% |
| 3M | +33.4% | -24.6% | +57.9% | +36.1% |
| 6M | +36.8% | -42.5% | +79.3% | +42.6% |
| YTD | -6.7% | -31.7% | +25.0% | -5.6% |
| 1Y | -9.2% | -8.7% | -0.6% | -11.1% |
| 3Y | +1.2% | +113.6% | -112.5% | -11.0% |
| 5Y | -23.0% | +83.3% | -106.3% | -31.6% |
| 10Y | +182.0% | +143.2% | +38.8% | +140.7% |
| All | +1,975.4% | +61.5% | +1,913.9% | +1,636.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling