-9.2%
TYL vs QSR
+17.9%
-27.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +4.3% | +4.5% | -0.2% | +1.3% |
| 30D | +28.0% | +9.4% | +18.5% | +20.4% |
| 3M | +32.3% | +7.5% | +24.8% | +25.6% |
| 6M | +29.9% | -0.8% | +30.8% | +30.3% |
| YTD | -7.1% | +16.9% | -24.0% | -19.0% |
| 1Y | -9.2% | +16.3% | -25.5% | -20.8% |
| All | -9.2% | +17.9% | -27.1% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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