-9.1%
TYL vs Z
-58.2%
+49.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -1.1% |
| 7D | +0.8% | +0.8% | 0.0% | +0.3% |
| 30D | +21.1% | +5.2% | +15.9% | +17.8% |
| 3M | +28.9% | -17.0% | +46.0% | +36.5% |
| 6M | +42.0% | -22.7% | +64.7% | +52.0% |
| YTD | -6.6% | -56.3% | +49.7% | +18.6% |
| 1Y | -9.1% | -57.7% | +48.6% | +16.0% |
| All | -9.1% | -58.2% | +49.1% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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