+205.5%
HD vs TYL
+116.1%
+89.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +5.0% | +2.3% |
| 7D | -2.1% | -3.7% | +1.6% | -0.9% |
| 30D | -8.4% | +18.7% | -27.2% | -13.8% |
| 3M | +4.3% | +18.1% | -13.8% | -2.1% |
| 6M | -11.1% | -1.1% | -10.0% | -12.0% |
| YTD | -4.7% | -19.8% | +15.1% | +0.8% |
| 1Y | -19.8% | -34.3% | +14.5% | -8.6% |
| 3Y | +4.1% | -8.2% | +12.3% | +1.6% |
| 5Y | +10.3% | -25.4% | +35.7% | +13.2% |
| All | +205.5% | +116.1% | +89.4% | +110.9% |
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 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