+156.2%
ALL vs TYL
-20.5%
+176.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.2% |
| 7D | +4.2% | +15.1% | -10.9% | +1.7% |
| 30D | +18.9% | +30.1% | -11.1% | +13.7% |
| 3M | +1.2% | +40.4% | -39.2% | -4.5% |
| 6M | +23.2% | +31.3% | -8.1% | +17.1% |
| YTD | +30.0% | -5.2% | +35.2% | +29.6% |
| 1Y | +39.6% | -6.6% | +46.2% | +39.5% |
| 3Y | +115.2% | +3.4% | +111.8% | +112.4% |
| 5Y | +156.2% | -19.3% | +175.5% | +150.0% |
| All | +156.2% | -20.5% | +176.8% | +150.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling