+34.2%
DIS vs TYL
+168.7%
-134.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.3% |
| 7D | +5.2% | +6.7% | -1.4% | +3.1% |
| 30D | +11.5% | +26.5% | -15.1% | +3.1% |
| 3M | +11.5% | +37.3% | -25.8% | 0.0% |
| 6M | +8.9% | +31.2% | -22.3% | -1.8% |
| YTD | +3.4% | -7.4% | +10.8% | +4.0% |
| 1Y | +7.2% | -9.6% | +16.8% | +8.6% |
| 3Y | +43.3% | +1.9% | +41.4% | +35.4% |
| 5Y | -31.4% | -21.1% | -10.3% | -31.8% |
| All | +34.2% | +168.7% | -134.5% | -2.7% |
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