-9.9%
TYL vs USFR
+4.1%
-14.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +17.3% | +0.1% | +17.2% | +18.3% |
| 30D | +28.9% | +0.4% | +28.5% | +33.5% |
| 3M | +35.1% | +1.1% | +34.0% | +44.0% |
| 6M | +29.3% | +2.0% | +27.3% | +45.6% |
| YTD | -6.8% | +3.4% | -10.1% | +43.9% |
| 1Y | -9.9% | +4.1% | -14.0% | +74.2% |
| All | -9.9% | +4.1% | -14.0% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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