-28.0%
TYL vs QSR
+46.1%
-74.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.4% | -2.1% | -3.3% |
| 7D | -7.6% | +0.1% | -7.7% | -7.6% |
| 30D | +11.3% | +5.9% | +5.4% | +8.0% |
| 3M | +14.5% | +10.5% | +4.0% | +8.9% |
| 6M | -7.1% | +7.7% | -14.9% | -10.9% |
| YTD | -23.4% | +16.8% | -40.2% | -29.2% |
| 1Y | -38.6% | +30.9% | -69.4% | -46.3% |
| 3Y | -11.3% | +28.2% | -39.5% | -25.3% |
| 5Y | -28.0% | +45.0% | -72.9% | -49.3% |
| All | -28.0% | +46.1% | -74.0% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling