+66.2%
XYZ vs TYL
+1.8%
+64.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.7% |
| 7D | +12.6% | +4.3% | +8.3% | +10.6% |
| 30D | +10.8% | +28.0% | -17.2% | -0.9% |
| 3M | +8.4% | +32.3% | -24.0% | -5.1% |
| 6M | +14.3% | +29.9% | -15.6% | 0.0% |
| YTD | +31.5% | -7.1% | +38.6% | +34.8% |
| 1Y | +28.1% | -9.2% | +37.3% | +32.8% |
| 3Y | +66.2% | +0.7% | +65.5% | +66.4% |
| All | +66.2% | +1.8% | +64.4% | +66.4% |
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