-9.9%
TYL vs REPL
+125.1%
-135.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.2% | +4.5% | +4.7% |
| 7D | +17.3% | +28.8% | -11.6% | +18.0% |
| 30D | +28.9% | +57.3% | -28.4% | +30.6% |
| 3M | +35.1% | +73.6% | -38.5% | +37.3% |
| 6M | +29.3% | +582.8% | -553.5% | +36.0% |
| YTD | -6.8% | +112.9% | -119.6% | +1.3% |
| 1Y | -9.9% | +130.7% | -140.6% | -2.7% |
| All | -9.9% | +125.1% | -135.0% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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