+363.8%
ALL vs TYL
+174.6%
+189.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -3.9% | +3.5% | -7.4% | -4.6% |
| 30D | +10.6% | +26.9% | -16.3% | +4.5% |
| 3M | -4.6% | +33.8% | -38.4% | -11.2% |
| 6M | +20.2% | +28.8% | -8.6% | +12.4% |
| YTD | +23.7% | -7.9% | +31.6% | +24.3% |
| 1Y | +27.9% | -9.8% | +37.6% | +29.1% |
| 3Y | +109.2% | +1.2% | +108.0% | +102.7% |
| 5Y | +148.0% | -22.8% | +170.8% | +154.4% |
| 10Y | +363.8% | +168.8% | +195.0% | +230.7% |
| All | +363.8% | +174.6% | +189.2% | +230.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling