+34.7%
DIS vs TYL
+174.9%
-140.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.1% | -2.0% |
| 7D | +5.7% | +15.1% | -9.4% | +0.9% |
| 30D | +12.7% | +30.1% | -17.4% | +3.3% |
| 3M | +15.2% | +40.4% | -25.2% | +2.5% |
| 6M | +17.6% | +31.3% | -13.7% | +6.0% |
| YTD | +3.8% | -5.2% | +9.0% | +3.6% |
| 1Y | +6.8% | -6.6% | +13.4% | +7.1% |
| 3Y | +42.1% | +3.4% | +38.7% | +33.7% |
| 5Y | -31.2% | -19.3% | -11.9% | -32.0% |
| All | +34.7% | +174.9% | -140.2% | -3.0% |
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