-40.5%
TYL vs ZYBT
-57.8%
+17.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.1% |
| 7D | -11.5% | -2.5% | -9.1% | -11.5% |
| 30D | +3.9% | -1.2% | +5.1% | +3.9% |
| 3M | +10.8% | +76.7% | -65.9% | +11.3% |
| 6M | -5.3% | +103.6% | -108.9% | -4.7% |
| YTD | -26.1% | +38.3% | -64.4% | -25.8% |
| 1Y | -38.5% | -84.7% | +46.2% | -39.2% |
| All | -40.5% | -57.8% | +17.4% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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