-7.2%
TYL vs Z
-33.7%
+26.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.5% |
| 7D | -3.7% | -3.0% | -0.7% | -3.1% |
| 30D | +18.7% | -4.2% | +22.9% | +19.7% |
| 3M | +18.1% | -3.7% | +21.8% | +18.6% |
| 6M | -1.1% | -24.5% | +23.4% | +3.7% |
| YTD | -19.8% | -49.3% | +29.5% | -9.8% |
| 1Y | -34.3% | -58.7% | +24.4% | -23.9% |
| All | -7.2% | -33.7% | +26.6% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling