-34.3%
TYL vs TLN
-17.2%
-17.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.8% | -7.8% | -3.4% |
| 7D | -3.7% | +7.1% | -10.7% | -2.5% |
| 30D | +18.7% | -3.9% | +22.6% | +18.2% |
| 3M | +18.1% | -16.2% | +34.3% | +15.7% |
| 6M | -1.1% | -5.8% | +4.7% | -1.8% |
| YTD | -19.8% | -15.4% | -4.4% | -20.3% |
| 1Y | -34.3% | -16.7% | -17.6% | -33.8% |
| All | -34.3% | -17.2% | -17.1% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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