+40.9%
XYZ vs TYL
-8.1%
+49.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +1.2% |
| 7D | -1.0% | -3.7% | +2.7% | +0.8% |
| 30D | -1.7% | +18.7% | -20.4% | -9.9% |
| 3M | +16.7% | +18.1% | -1.4% | +6.2% |
| 6M | +26.9% | -1.1% | +28.0% | +26.2% |
| YTD | +27.1% | -19.8% | +47.0% | +40.8% |
| 1Y | +9.3% | -34.3% | +43.6% | +35.0% |
| All | +40.9% | -8.1% | +49.0% | +32.4% |
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