+56.4%
V vs TYL
-8.1%
+64.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | 0.0% |
| 7D | -1.7% | -3.7% | +2.0% | -0.9% |
| 30D | +2.0% | +18.7% | -16.8% | -2.3% |
| 3M | +17.4% | +18.1% | -0.8% | +12.3% |
| 6M | +17.5% | -1.1% | +18.6% | +16.7% |
| YTD | +7.6% | -19.8% | +27.4% | +12.5% |
| 1Y | +7.7% | -34.3% | +42.0% | +18.9% |
| All | +56.4% | -8.1% | +64.5% | +58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling