+79.8%
F vs TYL
+168.7%
-88.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.1% |
| 7D | +1.6% | +6.7% | -5.1% | -0.1% |
| 30D | +2.6% | +26.5% | -23.9% | -3.5% |
| 3M | -8.8% | +37.3% | -46.1% | -16.2% |
| 6M | +4.6% | +31.2% | -26.5% | -3.7% |
| YTD | -1.9% | -7.4% | +5.5% | -1.2% |
| 1Y | -0.8% | -9.6% | +8.8% | +0.6% |
| 3Y | +43.5% | +1.9% | +41.6% | +35.1% |
| 5Y | -12.1% | -21.1% | +9.1% | -14.3% |
| All | +79.8% | +168.7% | -88.8% | +33.2% |
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