+35.1%
TYL vs S
+17.1%
+18.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.6% | +3.0% | +4.5% |
| 7D | +17.3% | -8.2% | +25.5% | +18.4% |
| 30D | +28.9% | -7.6% | +36.5% | +29.9% |
| 3M | +35.1% | +12.0% | +23.1% | +28.0% |
| All | +35.1% | +17.1% | +18.0% | +28.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling