-24.8%
TYL vs Z
-64.8%
+40.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.5% |
| 7D | -3.7% | -3.0% | -0.7% | -3.0% |
| 30D | +18.7% | -4.2% | +22.9% | +19.9% |
| 3M | +18.1% | -3.7% | +21.8% | +18.8% |
| 6M | -1.1% | -24.5% | +23.4% | +5.2% |
| YTD | -19.8% | -49.3% | +29.5% | -6.0% |
| 1Y | -34.3% | -58.7% | +24.4% | -19.5% |
| 3Y | -8.2% | -34.1% | +25.9% | -4.1% |
| All | -24.8% | -64.8% | +40.0% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling