-1.1%
TYL vs TW
-15.0%
+13.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.4% |
| 7D | -3.7% | -2.3% | -1.4% | -2.8% |
| 30D | +18.7% | +3.9% | +14.8% | +16.8% |
| 3M | +18.1% | +5.7% | +12.4% | +15.3% |
| 6M | -1.1% | -14.5% | +13.4% | +3.8% |
| All | -1.1% | -15.0% | +13.8% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 6mo: compounded portfolio wealth divided by compounded TW 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…
6mo analysis · Full analysis span regression · 6 months rolling