+41.6%
D vs TYL
+168.7%
-127.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.1% |
| 7D | +3.0% | +6.7% | -3.7% | +1.9% |
| 30D | +11.5% | +26.5% | -15.1% | +7.2% |
| 3M | +3.7% | +37.3% | -33.6% | -1.9% |
| 6M | +13.5% | +31.2% | -17.6% | +7.7% |
| YTD | +20.7% | -7.4% | +28.1% | +21.3% |
| 1Y | +18.2% | -9.6% | +27.8% | +19.3% |
| 3Y | +73.3% | +1.9% | +71.4% | +67.9% |
| 5Y | +12.3% | -21.1% | +33.4% | +12.8% |
| All | +41.6% | +168.7% | -127.1% | +15.8% |
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