+366.5%
ALL vs TYL
+116.1%
+250.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -0.4% |
| 7D | 0.0% | -3.7% | +3.7% | +0.9% |
| 30D | -1.5% | +18.7% | -20.2% | -5.5% |
| 3M | +23.6% | +18.1% | +5.5% | +18.4% |
| 6M | +22.3% | -1.1% | +23.5% | +21.7% |
| YTD | +26.5% | -19.8% | +46.3% | +31.6% |
| 1Y | +27.0% | -34.3% | +61.3% | +38.8% |
| 3Y | +149.6% | -8.2% | +157.8% | +147.1% |
| 5Y | +118.1% | -25.4% | +143.5% | +123.1% |
| All | +366.5% | +116.1% | +250.4% | +251.5% |
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