+1,965.9%
TYL vs PSLV
+66.4%
+1,899.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.6% | +1.1% |
| 7D | +4.3% | +3.9% | +0.4% | +4.0% |
| 30D | +28.0% | -16.3% | +44.3% | +29.6% |
| 3M | +32.3% | -23.0% | +55.3% | +34.8% |
| 6M | +29.9% | -36.5% | +66.4% | +34.2% |
| YTD | -7.1% | -29.6% | +22.5% | -6.2% |
| 1Y | -9.2% | -0.5% | -8.7% | -11.9% |
| 3Y | +0.7% | +120.1% | -119.4% | -11.6% |
| 5Y | -21.1% | +93.3% | -114.3% | -30.2% |
| 10Y | +180.8% | +135.7% | +45.1% | +140.1% |
| All | +1,965.9% | +66.4% | +1,899.5% | +1,624.4% |
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