-38.5%
TYL vs QSR
+28.0%
-66.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.7% |
| 7D | -11.5% | -4.7% | -6.8% | -8.9% |
| 30D | +3.9% | +4.3% | -0.4% | +1.0% |
| 3M | +10.8% | +5.4% | +5.3% | +7.0% |
| 6M | -5.3% | +8.2% | -13.4% | -11.6% |
| YTD | -26.1% | +14.1% | -40.2% | -32.7% |
| 1Y | -38.5% | +28.1% | -66.7% | -44.6% |
| All | -38.5% | +28.0% | -66.5% | -44.6% |
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