+254.2%
HD vs TYL
+168.7%
+85.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.4% | -1.1% |
| 7D | +4.3% | +6.7% | -2.3% | +2.2% |
| 30D | +20.2% | +26.5% | -6.4% | +11.1% |
| 3M | -1.0% | +37.3% | -38.3% | -11.4% |
| 6M | +7.9% | +31.2% | -23.3% | -2.8% |
| YTD | +2.0% | -7.4% | +9.3% | +2.6% |
| 1Y | -4.3% | -9.6% | +5.3% | -2.9% |
| 3Y | +25.9% | +1.9% | +24.0% | +19.1% |
| 5Y | +5.8% | -21.1% | +26.9% | +7.3% |
| All | +254.2% | +168.7% | +85.5% | +125.2% |
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