-22.8%
TYL vs Z
-55.0%
+32.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.8% | -4.4% | -1.6% |
| 7D | +3.5% | -5.2% | +8.7% | +4.7% |
| 30D | +26.9% | +5.7% | +21.2% | +24.2% |
| 3M | +33.8% | -8.7% | +42.6% | +36.2% |
| 6M | +28.8% | -26.0% | +54.8% | +38.4% |
| YTD | -7.9% | -55.0% | +47.2% | +12.3% |
| 1Y | -9.8% | -58.0% | +48.2% | +11.7% |
| 3Y | +1.2% | -15.2% | +16.4% | -4.0% |
| 5Y | -22.8% | -53.8% | +31.0% | -20.7% |
| All | -22.8% | -55.0% | +32.2% | -20.7% |
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