-22.4%
TYL vs S
-67.4%
+45.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.7% |
| 7D | +6.7% | -13.4% | +20.1% | +10.1% |
| 30D | +26.5% | -14.0% | +40.5% | +30.2% |
| 3M | +37.3% | +4.9% | +32.4% | +33.5% |
| 6M | +31.2% | +42.0% | -10.9% | +17.4% |
| YTD | -7.4% | +45.1% | -52.5% | -17.9% |
| 1Y | -9.6% | +33.1% | -42.6% | -18.6% |
| 3Y | +1.9% | +40.6% | -38.7% | -15.8% |
| All | -22.4% | -67.4% | +45.0% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling