+200.6%
W vs TYL
+395.6%
-195.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +1.7% | -9.9% | -9.6% |
| 7D | -5.6% | +15.1% | -20.7% | -15.9% |
| 30D | +7.5% | +30.1% | -22.5% | -13.5% |
| 3M | +5.4% | +40.4% | -35.0% | -21.4% |
| 6M | +79.4% | +31.3% | +48.1% | +37.7% |
| YTD | +12.9% | -5.2% | +18.1% | +9.9% |
| 1Y | +12.4% | -6.6% | +19.0% | +10.5% |
| 3Y | +128.5% | +3.4% | +125.1% | +99.3% |
| 5Y | -54.0% | -19.3% | -34.7% | -49.3% |
| 10Y | +248.8% | +178.1% | +70.6% | +108.8% |
| All | +200.6% | +395.6% | -195.1% | +134.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling