+188.2%
B vs TYL
+116.1%
+72.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | -1.8% |
| 7D | -1.6% | -3.7% | +2.1% | -1.2% |
| 30D | +9.4% | +18.7% | -9.3% | +7.4% |
| 3M | +5.0% | +18.1% | -13.2% | +2.8% |
| 6M | -3.5% | -1.1% | -2.4% | -3.7% |
| YTD | +4.5% | -19.8% | +24.3% | +6.8% |
| 1Y | +67.8% | -34.3% | +102.1% | +76.1% |
| 3Y | +196.7% | -8.2% | +204.9% | +194.6% |
| 5Y | +151.9% | -25.4% | +177.3% | +150.2% |
| All | +188.2% | +116.1% | +72.1% | +184.5% |
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