+533.2%
XYZ vs TYL
+110.5%
+422.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +2.7% |
| 7D | -1.0% | -3.7% | +2.7% | +2.1% |
| 30D | -1.7% | +18.7% | -20.4% | -15.7% |
| 3M | +16.7% | +18.1% | -1.4% | -1.7% |
| 6M | +26.9% | -1.1% | +28.0% | +23.0% |
| YTD | +27.1% | -19.8% | +47.0% | +46.5% |
| 1Y | +9.3% | -34.3% | +43.6% | +50.1% |
| 3Y | +42.3% | -8.2% | +50.5% | +33.1% |
| 5Y | -69.3% | -25.4% | -43.9% | -63.3% |
| 10Y | +586.8% | +115.6% | +471.2% | +306.3% |
| All | +533.2% | +110.5% | +422.7% | +279.7% |
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