-24.2%
TYL vs TPG
+92.2%
-116.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.7% |
| 7D | -3.7% | -2.4% | -1.2% | -3.0% |
| 30D | +18.7% | +11.1% | +7.7% | +14.9% |
| 3M | +18.1% | +26.3% | -8.1% | +9.6% |
| 6M | -1.1% | +18.3% | -19.5% | -6.8% |
| YTD | -19.8% | -14.4% | -5.4% | -16.7% |
| 1Y | -34.3% | -6.7% | -27.6% | -33.9% |
| 3Y | -8.2% | +111.5% | -119.7% | -36.3% |
| All | -24.2% | +92.2% | -116.5% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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