-9.1%
TYL vs S
+30.9%
-40.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +0.8% | +2.0% | -1.1% | +0.3% |
| 30D | +21.1% | -2.7% | +23.8% | +20.7% |
| 3M | +28.9% | -6.9% | +35.8% | +28.3% |
| 6M | +42.0% | +38.1% | +4.0% | +23.9% |
| YTD | -6.6% | +48.0% | -54.6% | -22.1% |
| 1Y | -9.1% | +34.5% | -43.5% | -23.9% |
| All | -9.1% | +30.9% | -40.0% | -23.9% |
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