-6.2%
DOW vs TYL
+105.2%
-111.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -9.4% | +3.5% | -12.9% | -10.3% |
| 30D | +8.9% | +26.9% | -18.0% | +2.5% |
| 3M | +6.7% | +33.8% | -27.1% | -1.2% |
| 6M | -14.2% | +28.8% | -43.0% | -20.5% |
| YTD | +36.9% | -7.9% | +44.8% | +38.3% |
| 1Y | +45.8% | -9.8% | +55.5% | +48.0% |
| 3Y | -23.9% | +1.2% | -25.1% | -26.3% |
| 5Y | -30.8% | -22.8% | -8.0% | -28.6% |
| All | -6.2% | +105.2% | -111.4% | -36.8% |
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