-38.6%
TYL vs RUN
-49.0%
+10.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.7% | -8.2% | -4.5% |
| 7D | -7.6% | +10.2% | -17.8% | -7.6% |
| 30D | +11.3% | -9.6% | +20.9% | +11.4% |
| 3M | +14.5% | -31.5% | +46.0% | +14.8% |
| 6M | -7.1% | -18.7% | +11.5% | -8.3% |
| YTD | -23.4% | -49.9% | +26.5% | -21.6% |
| 1Y | -38.6% | -45.5% | +6.9% | -37.3% |
| All | -38.6% | -49.0% | +10.4% | -37.3% |
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