+570.5%
XYZ vs TYL
+144.7%
+425.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +4.7% | +10.6% | +11.4% |
| 7D | +16.5% | +17.3% | -0.7% | +2.0% |
| 30D | +15.0% | +28.9% | -13.9% | -7.6% |
| 3M | +3.5% | +35.1% | -31.5% | -21.2% |
| 6M | +21.9% | +29.3% | -7.4% | -6.6% |
| YTD | +34.6% | -6.8% | +41.4% | +35.2% |
| 1Y | +20.7% | -9.9% | +30.6% | +24.7% |
| 3Y | +80.0% | +1.7% | +78.3% | +54.4% |
| 5Y | -64.6% | -21.6% | -43.0% | -59.8% |
| 10Y | +619.5% | +173.5% | +446.0% | +262.7% |
| All | +570.5% | +144.7% | +425.8% | +250.3% |
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