+368.4%
ALL vs TYL
+169.5%
+198.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.7% |
| 7D | -0.1% | +4.3% | -4.5% | -1.1% |
| 30D | +13.8% | +28.0% | -14.1% | +7.2% |
| 3M | -2.8% | +32.3% | -35.1% | -9.3% |
| 6M | +23.7% | +29.9% | -6.2% | +15.4% |
| YTD | +27.3% | -7.1% | +34.4% | +27.6% |
| 1Y | +30.5% | -9.2% | +39.8% | +31.6% |
| 3Y | +113.0% | +0.7% | +112.3% | +106.6% |
| 5Y | +157.6% | -21.1% | +178.6% | +162.5% |
| 10Y | +368.4% | +180.8% | +187.6% | +231.2% |
| All | +368.4% | +169.5% | +198.8% | +231.2% |
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