-9.2%
TYL vs TRU
-1.2%
-8.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | +0.3% |
| 7D | -1.6% | -2.2% | +0.6% | -0.3% |
| 30D | +22.1% | +20.2% | +1.9% | +9.3% |
| 3M | +33.4% | +2.2% | +31.1% | +31.6% |
| 6M | +36.8% | +17.6% | +19.2% | +24.6% |
| YTD | -6.7% | -5.0% | -1.7% | -6.7% |
| 1Y | -9.2% | -1.0% | -8.3% | -11.3% |
| All | -9.2% | -1.2% | -8.0% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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