+48.3%
D vs TYL
+169.5%
-121.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | +2.4% | +4.3% | -1.9% | +1.7% |
| 30D | +10.9% | +28.0% | -17.0% | +6.4% |
| 3M | +2.8% | +32.3% | -29.5% | -2.1% |
| 6M | +12.7% | +29.9% | -17.2% | +7.1% |
| YTD | +20.3% | -7.1% | +27.4% | +20.9% |
| 1Y | +17.1% | -9.2% | +26.3% | +18.1% |
| 3Y | +75.1% | +0.7% | +74.4% | +70.2% |
| 5Y | +13.1% | -21.1% | +34.2% | +13.7% |
| 10Y | +48.3% | +180.8% | -132.5% | +21.2% |
| All | +48.3% | +169.5% | -121.3% | +21.2% |
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