+34.5%
D vs TYL
+116.1%
-81.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -0.8% |
| 7D | +0.4% | -3.7% | +4.1% | +1.1% |
| 30D | -3.6% | +18.7% | -22.3% | -6.4% |
| 3M | -1.0% | +18.1% | -19.1% | -4.1% |
| 6M | +6.3% | -1.1% | +7.4% | +5.8% |
| YTD | +14.7% | -19.8% | +34.5% | +18.3% |
| 1Y | +16.9% | -34.3% | +51.3% | +25.4% |
| 3Y | +56.8% | -8.2% | +65.0% | +54.3% |
| 5Y | +5.2% | -25.4% | +30.6% | +5.7% |
| All | +34.5% | +116.1% | -81.6% | +14.1% |
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