-9.2%
TYL vs TLN
-8.6%
-0.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +0.7% |
| 7D | +4.3% | +1.1% | +3.2% | +4.8% |
| 30D | +28.0% | -4.6% | +32.5% | +27.7% |
| 3M | +32.3% | +5.2% | +27.1% | +35.4% |
| 6M | +29.9% | -6.5% | +36.4% | +31.7% |
| YTD | -7.1% | -3.6% | -3.5% | -4.3% |
| 1Y | -9.2% | -8.2% | -1.0% | -7.4% |
| All | -9.2% | -8.6% | -0.7% | -7.4% |
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