-11.3%
TYL vs TDY
+47.5%
-58.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.5% | -4.3% |
| 7D | -7.6% | -0.9% | -6.7% | -7.4% |
| 30D | +11.3% | -12.5% | +23.8% | +14.3% |
| 3M | +14.5% | -1.2% | +15.7% | +13.9% |
| 6M | -7.1% | -6.6% | -0.6% | -6.5% |
| YTD | -23.4% | +18.5% | -41.9% | -30.0% |
| 1Y | -38.6% | +10.8% | -49.3% | -42.3% |
| 3Y | -11.3% | +47.5% | -58.8% | -29.8% |
| All | -11.3% | +47.5% | -58.8% | -29.8% |
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