-38.6%
TYL vs TD
+63.7%
-102.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.5% | -4.6% |
| 7D | -7.6% | +0.9% | -8.5% | -7.4% |
| 30D | +11.3% | -0.7% | +12.0% | +11.2% |
| 3M | +14.5% | +6.3% | +8.2% | +14.6% |
| 6M | -7.1% | +27.9% | -35.1% | -10.3% |
| YTD | -23.4% | +29.8% | -53.2% | -25.6% |
| 1Y | -38.6% | +63.7% | -102.2% | -45.3% |
| All | -38.6% | +63.7% | -102.3% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling