+54.2%
AR vs TYL
+183.3%
-129.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +6.4% | -1.6% | +8.0% | +6.7% |
| 30D | +3.1% | +22.1% | -19.0% | -1.3% |
| 3M | +3.3% | +33.4% | -30.1% | -3.1% |
| 6M | +6.6% | +36.8% | -30.2% | -1.1% |
| YTD | +12.3% | -6.7% | +19.0% | +12.4% |
| 1Y | +12.3% | -9.2% | +21.6% | +13.0% |
| 3Y | +50.4% | +1.2% | +49.3% | +46.8% |
| 5Y | +101.0% | -23.0% | +124.0% | +98.6% |
| All | +54.2% | +183.3% | -129.1% | +26.1% |
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