+220.1%
C vs TYL
+174.6%
+45.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.0% | +2.6% |
| 7D | -0.9% | +3.5% | -4.4% | -1.9% |
| 30D | -5.4% | +26.9% | -32.3% | -11.6% |
| 3M | -9.2% | +33.8% | -43.0% | -16.8% |
| 6M | -1.8% | +28.8% | -30.7% | -9.9% |
| YTD | +6.7% | -7.9% | +14.6% | +7.3% |
| 1Y | +23.5% | -9.8% | +33.3% | +24.9% |
| 3Y | +219.8% | +1.2% | +218.6% | +205.8% |
| 5Y | +112.4% | -22.8% | +135.2% | +115.4% |
| 10Y | +220.1% | +168.8% | +51.3% | +108.7% |
| All | +220.1% | +174.6% | +45.5% | +108.7% |
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