+1.9%
TYL vs RUN
-8.7%
+10.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.3% |
| 7D | +6.7% | +33.4% | -26.8% | +5.9% |
| 30D | +26.5% | +31.1% | -4.6% | +25.6% |
| 3M | +37.3% | +6.4% | +30.9% | +36.8% |
| 6M | +31.2% | -22.2% | +53.4% | +31.4% |
| YTD | -7.4% | -45.8% | +38.4% | -6.4% |
| 1Y | -9.6% | -51.1% | +41.6% | -8.4% |
| 3Y | +1.9% | -3.0% | +4.9% | -2.3% |
| All | +1.9% | -8.7% | +10.6% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling