-63.1%
W vs TYL
-25.2%
-38.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.0% | +6.5% | +6.3% |
| 7D | -4.2% | -3.7% | -0.5% | -1.0% |
| 30D | -7.6% | +18.7% | -26.3% | -22.3% |
| 3M | +37.2% | +18.1% | +19.0% | +13.9% |
| 6M | +26.3% | -1.1% | +27.4% | +22.4% |
| YTD | -1.0% | -19.8% | +18.8% | +15.9% |
| 1Y | +20.1% | -34.3% | +54.4% | +75.7% |
| 3Y | +37.8% | -8.2% | +46.0% | +19.9% |
| All | -63.1% | -25.2% | -38.0% | -58.5% |
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