-24.8%
TYL vs RUN
-80.5%
+55.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -4.0% |
| 7D | -3.7% | +1.3% | -4.9% | -3.8% |
| 30D | +18.7% | -15.3% | +34.0% | +20.4% |
| 3M | +18.1% | -40.0% | +58.1% | +23.3% |
| 6M | -1.1% | -27.0% | +25.8% | +0.3% |
| YTD | -19.8% | -51.7% | +31.9% | -16.0% |
| 1Y | -34.3% | -45.9% | +11.6% | -32.7% |
| 3Y | -8.2% | -43.8% | +35.5% | -19.8% |
| All | -24.8% | -80.5% | +55.7% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling