-19.5%
TYL vs S
-56.8%
+37.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.1% |
| 7D | -3.7% | -7.7% | +4.0% | -2.0% |
| 30D | +18.7% | -5.3% | +24.1% | +19.8% |
| 3M | +18.1% | +20.3% | -2.1% | +12.1% |
| 6M | -1.1% | +47.4% | -48.5% | -11.1% |
| YTD | -19.8% | +32.5% | -52.3% | -26.1% |
| 1Y | -34.3% | +9.5% | -43.8% | -37.1% |
| 3Y | -8.2% | +15.5% | -23.7% | -18.5% |
| 5Y | -25.4% | -71.2% | +45.8% | -20.9% |
| All | -19.5% | -56.8% | +37.3% | -17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling