+208.6%
B vs TYL
+169.5%
+39.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.8% | -6.9% | -6.2% |
| 7D | +7.1% | +4.3% | +2.8% | +6.7% |
| 30D | -3.3% | +28.0% | -31.3% | -5.7% |
| 3M | -2.5% | +32.3% | -34.9% | -5.3% |
| 6M | -7.2% | +29.9% | -37.1% | -10.1% |
| YTD | -7.4% | -7.1% | -0.2% | -6.8% |
| 1Y | +16.4% | -9.2% | +25.7% | +17.4% |
| 3Y | +178.7% | +0.7% | +178.0% | +175.0% |
| 5Y | +121.7% | -21.1% | +142.8% | +118.7% |
| 10Y | +208.6% | +180.8% | +27.8% | +207.6% |
| All | +208.6% | +169.5% | +39.1% | +207.6% |
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