+1.2%
TYL vs REPL
+91.4%
-90.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.5% | -0.5% |
| 7D | +3.5% | +14.2% | -10.7% | +3.7% |
| 30D | +26.9% | +65.9% | -39.0% | +27.5% |
| 3M | +33.8% | +84.6% | -50.7% | +34.6% |
| 6M | +28.8% | +446.9% | -418.1% | +30.4% |
| YTD | -7.9% | +129.0% | -136.9% | -6.5% |
| 1Y | -9.8% | +167.9% | -177.6% | -8.5% |
| 3Y | +1.2% | +93.9% | -92.7% | +0.7% |
| All | +1.2% | +91.4% | -90.2% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling