+8,888.3%
TYL vs TDY
+6,954.6%
+1,933.8%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.2% | -1.0% |
| 7D | -8.6% | -1.8% | -6.8% | -8.1% |
| 30D | +7.5% | -13.8% | +21.3% | +12.1% |
| 3M | +10.9% | -3.9% | +14.8% | +11.7% |
| 6M | -6.7% | -9.0% | +2.3% | -5.1% |
| YTD | -24.5% | +16.5% | -41.1% | -28.9% |
| 1Y | -38.6% | +9.3% | -47.9% | -41.2% |
| 3Y | -12.6% | +45.1% | -57.7% | -23.6% |
| 5Y | -28.2% | +35.0% | -63.2% | -35.8% |
| 10Y | +104.0% | +469.0% | -365.0% | +17.6% |
| All | +8,888.3% | +6,954.6% | +1,933.8% | +2,715.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling