+48.6%
AR vs TYL
+116.1%
-67.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +0.1% |
| 7D | +2.5% | -3.7% | +6.2% | +3.3% |
| 30D | +14.8% | +18.7% | -3.9% | +10.7% |
| 3M | +6.2% | +18.1% | -11.9% | +2.0% |
| 6M | +4.3% | -1.1% | +5.4% | +3.8% |
| YTD | +14.4% | -19.8% | +34.2% | +18.5% |
| 1Y | +21.3% | -34.3% | +55.7% | +31.3% |
| 3Y | +39.8% | -8.2% | +48.0% | +39.4% |
| 5Y | +142.1% | -25.4% | +167.5% | +143.5% |
| All | +48.6% | +116.1% | -67.5% | +28.8% |
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