+14.0%
D vs TYL
-20.5%
+34.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.3% |
| 7D | +6.9% | +15.1% | -8.2% | +5.4% |
| 30D | +12.3% | +30.1% | -17.7% | +9.4% |
| 3M | +3.0% | +40.4% | -37.3% | -0.5% |
| 6M | +12.8% | +31.3% | -18.5% | +9.3% |
| YTD | +22.6% | -5.2% | +27.7% | +23.2% |
| 1Y | +21.7% | -6.6% | +28.3% | +22.5% |
| 3Y | +83.9% | +3.4% | +80.5% | +80.8% |
| 5Y | +14.0% | -19.3% | +33.2% | +7.5% |
| All | +14.0% | -20.5% | +34.5% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling