+81.1%
F vs TYL
+174.9%
-93.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.5% |
| 7D | +1.4% | +15.1% | -13.7% | -2.2% |
| 30D | +2.0% | +30.1% | -28.0% | -4.7% |
| 3M | -10.4% | +40.4% | -50.7% | -18.1% |
| 6M | +9.7% | +31.3% | -21.6% | +1.0% |
| YTD | -1.2% | -5.2% | +4.0% | -1.1% |
| 1Y | 0.0% | -6.6% | +6.6% | +0.5% |
| 3Y | +41.1% | +3.4% | +37.7% | +32.5% |
| 5Y | -11.4% | -19.3% | +7.8% | -14.2% |
| All | +81.1% | +174.9% | -93.8% | +33.4% |
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