+49.1%
D vs TYL
+183.6%
-134.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.4% | +0.8% | -2.2% | -1.5% |
| 30D | +7.7% | +21.1% | -13.4% | +4.3% |
| 3M | -0.3% | +28.9% | -29.2% | -4.6% |
| 6M | +10.1% | +42.0% | -32.0% | +3.1% |
| YTD | +19.1% | -6.6% | +25.7% | +19.5% |
| 1Y | +15.9% | -9.1% | +25.0% | +16.8% |
| 3Y | +75.0% | +1.8% | +73.2% | +69.6% |
| 5Y | +13.4% | -22.9% | +36.3% | +14.8% |
| All | +49.1% | +183.6% | -134.5% | +22.0% |
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