+208.1%
TYL vs Z
+9.5%
+198.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -10.6% | +12.3% | +3.9% |
| 7D | +15.1% | -2.3% | +17.4% | +15.4% |
| 30D | +30.1% | +9.4% | +20.7% | +27.2% |
| 3M | +40.4% | -16.1% | +56.5% | +44.7% |
| 6M | +31.3% | -30.4% | +61.7% | +40.2% |
| YTD | -5.2% | -55.6% | +50.4% | +10.0% |
| 1Y | -6.6% | -58.5% | +51.9% | +9.6% |
| 3Y | +3.4% | -19.6% | +23.0% | +3.2% |
| 5Y | -19.3% | -54.1% | +34.9% | -14.3% |
| 10Y | +178.1% | -12.1% | +190.2% | +142.5% |
| All | +208.1% | +9.5% | +198.5% | +146.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling