+12,412.3%
TYL vs TAP
+825.0%
+11,587.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.1% |
| 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% | -18.8% |
| 1Y | -34.3% | -14.4% | -19.9% | -33.1% |
| 3Y | -8.2% | -28.3% | +20.1% | -4.5% |
| 5Y | -25.4% | +1.7% | -27.1% | -27.2% |
| 10Y | +115.6% | -49.2% | +164.8% | +127.2% |
| All | +12,412.3% | +825.0% | +11,587.3% | +10,173.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling