-1.1%
TYL vs RUN
-23.4%
+22.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -4.1% |
| 7D | -3.7% | +1.3% | -4.9% | -3.5% |
| 30D | +18.7% | -15.3% | +34.0% | +16.5% |
| 3M | +18.1% | -40.0% | +58.1% | +10.8% |
| 6M | -1.1% | -27.0% | +25.8% | -3.5% |
| All | -1.1% | -23.4% | +22.2% | -3.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling