+52.7%
TYL vs REPL
-6.0%
+58.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -4.0% |
| 7D | -3.7% | -3.0% | -0.7% | -3.6% |
| 30D | +18.7% | +27.1% | -8.4% | +17.9% |
| 3M | +18.1% | +52.4% | -34.2% | +15.3% |
| 6M | -1.1% | +107.4% | -108.6% | -8.1% |
| YTD | -19.8% | +54.7% | -74.5% | -24.6% |
| 1Y | -34.3% | +158.9% | -193.2% | -41.3% |
| 3Y | -8.2% | -23.7% | +15.5% | -20.7% |
| 5Y | -25.4% | -54.3% | +28.9% | -34.4% |
| All | +52.7% | -6.0% | +58.7% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling