+206.1%
GLD vs TYL
+183.6%
+22.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.2% |
| 7D | -4.6% | +0.8% | -5.4% | -4.6% |
| 30D | -5.5% | +21.1% | -26.6% | -6.0% |
| 3M | -10.9% | +28.9% | -39.8% | -11.6% |
| 6M | -17.4% | +42.0% | -59.5% | -18.4% |
| YTD | -10.3% | -6.6% | -3.7% | -10.0% |
| 1Y | -7.2% | -9.1% | +1.9% | -6.7% |
| 3Y | +96.9% | +1.8% | +95.1% | +96.2% |
| 5Y | +103.8% | -22.9% | +126.7% | +104.0% |
| All | +206.1% | +183.6% | +22.5% | +201.2% |
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