-63.9%
XYZ vs TYL
-21.3%
-42.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +3.6% |
| 7D | +12.1% | +6.7% | +5.5% | +6.5% |
| 30D | +12.4% | +26.5% | -14.2% | -8.2% |
| 3M | +8.2% | +37.3% | -29.1% | -18.8% |
| 6M | +20.7% | +31.2% | -10.5% | -8.6% |
| YTD | +31.3% | -7.4% | +38.7% | +35.3% |
| 1Y | +20.5% | -9.6% | +30.1% | +26.8% |
| 3Y | +72.6% | +1.9% | +70.7% | +40.8% |
| All | -63.9% | -21.3% | -42.6% | -59.8% |
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