-27.4%
DOW vs TYL
-22.1%
-5.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +2.0% |
| 7D | +3.7% | -1.6% | +5.2% | +4.0% |
| 30D | +16.3% | +22.1% | -5.8% | +11.8% |
| 3M | +9.7% | +33.4% | -23.7% | +3.5% |
| 6M | -14.1% | +36.8% | -50.9% | -19.8% |
| YTD | +46.6% | -6.7% | +53.3% | +48.5% |
| 1Y | +56.8% | -9.2% | +66.1% | +59.9% |
| 3Y | -20.4% | +1.2% | -21.5% | -21.3% |
| 5Y | -27.4% | -23.0% | -4.4% | -27.9% |
| All | -27.4% | -22.1% | -5.3% | -27.9% |
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