-10.0%
TYL vs S
+38.4%
-48.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.0% | -8.6% | -2.3% |
| 7D | +3.5% | +1.6% | +2.0% | +3.0% |
| 30D | +26.9% | -10.5% | +37.4% | +29.5% |
| 3M | +33.8% | +9.9% | +23.9% | +27.4% |
| 6M | +28.8% | +41.8% | -12.9% | +12.4% |
| YTD | -7.9% | +56.8% | -64.7% | -23.9% |
| All | -10.0% | +38.4% | -48.3% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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