-54.0%
W vs TYL
-20.5%
-33.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +1.7% | -9.9% | -9.8% |
| 7D | -5.6% | +15.1% | -20.7% | -17.4% |
| 30D | +7.5% | +30.1% | -22.5% | -16.4% |
| 3M | +5.4% | +40.4% | -35.0% | -25.3% |
| 6M | +79.4% | +31.3% | +48.1% | +31.3% |
| YTD | +12.9% | -5.2% | +18.1% | +11.8% |
| 1Y | +12.4% | -6.6% | +19.0% | +12.8% |
| 3Y | +128.5% | +3.4% | +125.1% | +81.1% |
| 5Y | -54.0% | -19.3% | -34.7% | -56.7% |
| All | -54.0% | -20.5% | -33.4% | -56.7% |
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