+1.8%
TYL vs TDY
+68.3%
-66.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +0.8% | +4.1% | -3.2% | +0.3% |
| 30D | +21.1% | +5.7% | +15.4% | +19.8% |
| 3M | +28.9% | -4.4% | +33.4% | +29.6% |
| 6M | +42.0% | +1.2% | +40.8% | +40.7% |
| YTD | -6.6% | +26.0% | -32.6% | -15.0% |
| 1Y | -9.1% | +27.4% | -36.4% | -17.6% |
| 3Y | +1.8% | +67.5% | -65.7% | -17.9% |
| All | +1.8% | +68.3% | -66.5% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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