+340.0%
IR vs TYL
+152.8%
+187.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | +1.5% | +4.3% | -2.8% | +0.1% |
| 30D | +9.0% | +28.0% | -18.9% | +0.3% |
| 3M | -0.9% | +32.3% | -33.2% | -10.3% |
| 6M | +13.4% | +29.9% | -16.5% | +2.2% |
| YTD | +8.5% | -7.1% | +15.6% | +8.6% |
| 1Y | +11.3% | -9.2% | +20.5% | +12.4% |
| 3Y | +26.0% | +0.7% | +25.3% | +19.5% |
| 5Y | +47.9% | -21.1% | +68.9% | +50.1% |
| All | +340.0% | +152.8% | +187.2% | +156.4% |
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