+16.7%
U vs TYL
-8.1%
+24.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -3.0% | -2.5% |
| 7D | +24.4% | +4.3% | +20.0% | +22.1% |
| 30D | +7.4% | +28.0% | -20.6% | -4.7% |
| 3M | +16.8% | +32.3% | -15.5% | +0.9% |
| 6M | +78.8% | +29.9% | +48.9% | +54.9% |
| YTD | +14.0% | -7.1% | +21.1% | +9.7% |
| 1Y | +16.7% | -9.2% | +25.9% | +11.0% |
| All | +16.7% | -8.1% | +24.8% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 1y: compounded portfolio wealth divided by compounded TYL 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…
1y analysis · Full analysis span regression · 6 months rolling