+4.3%
TYL vs S
+32.3%
-28.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -8.8% | +10.5% | +3.3% |
| 7D | +15.1% | -16.7% | +31.8% | +18.7% |
| 30D | +30.1% | -17.0% | +47.0% | +33.9% |
| 3M | +40.4% | +2.0% | +38.4% | +37.8% |
| 6M | +31.3% | +35.1% | -3.8% | +21.4% |
| YTD | -5.2% | +42.8% | -48.0% | -13.7% |
| 1Y | -6.6% | +27.7% | -34.3% | -13.9% |
| All | +4.3% | +32.3% | -28.0% | -0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling