-24.8%
TYL vs TAP
+2.2%
-26.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -4.0% |
| 7D | -3.7% | -2.3% | -1.4% | -3.3% |
| 30D | +18.7% | -2.1% | +20.9% | +19.2% |
| 3M | +18.1% | +6.6% | +11.5% | +17.0% |
| 6M | -1.1% | -11.5% | +10.4% | +0.7% |
| YTD | -19.8% | -10.3% | -9.5% | -19.1% |
| 1Y | -34.3% | -14.4% | -19.9% | -33.2% |
| 3Y | -8.2% | -28.3% | +20.1% | -4.2% |
| All | -24.8% | +2.2% | -26.9% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling