-34.3%
TYL vs RUN
-46.2%
+11.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -4.0% |
| 7D | -3.7% | +1.3% | -4.9% | -3.7% |
| 30D | +18.7% | -15.3% | +34.0% | +18.8% |
| 3M | +18.1% | -40.0% | +58.1% | +18.7% |
| 6M | -1.1% | -27.0% | +25.8% | -1.8% |
| YTD | -19.8% | -51.7% | +31.9% | -18.0% |
| 1Y | -34.3% | -45.9% | +11.6% | -33.1% |
| All | -34.3% | -46.2% | +11.9% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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