+4.3%
TYL vs TAP
-20.1%
+24.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.2% |
| 7D | +15.1% | +7.7% | +7.4% | +13.2% |
| 30D | +30.1% | +14.4% | +15.6% | +26.5% |
| 3M | +40.4% | +2.0% | +38.3% | +39.4% |
| 6M | +31.3% | +2.5% | +28.8% | +30.1% |
| YTD | -5.2% | -6.4% | +1.2% | -6.4% |
| 1Y | -6.6% | -2.3% | -4.3% | -8.5% |
| All | +4.3% | -20.1% | +24.4% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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