-19.3%
TYL vs REPL
-40.1%
+20.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +4.9% | +1.7% |
| 7D | +15.1% | +15.1% | 0.0% | +14.9% |
| 30D | +30.1% | +51.1% | -21.0% | +29.5% |
| 3M | +40.4% | +69.2% | -28.9% | +39.5% |
| 6M | +31.3% | +597.6% | -566.3% | +25.1% |
| YTD | -5.2% | +106.0% | -111.2% | -8.0% |
| 1Y | -6.6% | +133.3% | -139.9% | -9.8% |
| 3Y | +3.4% | +41.0% | -37.6% | -7.4% |
| 5Y | -19.3% | -40.1% | +20.9% | -14.6% |
| All | -19.3% | -40.1% | +20.8% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling