+99.1%
V vs TYL
-21.3%
+120.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.7% |
| 7D | +2.2% | +6.7% | -4.5% | +0.3% |
| 30D | +13.6% | +26.5% | -13.0% | +5.9% |
| 3M | +14.3% | +37.3% | -23.0% | +3.7% |
| 6M | +33.1% | +31.2% | +1.9% | +21.6% |
| YTD | +21.2% | -7.4% | +28.6% | +22.2% |
| 1Y | +26.4% | -9.6% | +36.0% | +28.4% |
| 3Y | +77.6% | +1.9% | +75.7% | +70.1% |
| All | +99.1% | -21.3% | +120.4% | +98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling