-64.6%
XYZ vs TYL
-20.5%
-44.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -5.5% |
| 7D | +9.2% | +15.1% | -5.9% | -2.8% |
| 30D | +9.8% | +30.1% | -20.3% | -12.3% |
| 3M | -0.2% | +40.4% | -40.6% | -26.4% |
| 6M | +18.0% | +31.3% | -13.3% | -10.5% |
| YTD | +29.1% | -5.2% | +34.3% | +30.6% |
| 1Y | +14.1% | -6.6% | +20.7% | +16.7% |
| 3Y | +72.6% | +3.4% | +69.2% | +39.8% |
| 5Y | -64.6% | -19.3% | -45.3% | -62.1% |
| All | -64.6% | -20.5% | -44.1% | -62.1% |
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 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