+325.3%
IR vs TYL
+152.1%
+173.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +2.1% |
| 7D | +3.7% | +6.7% | -3.0% | +1.5% |
| 30D | +7.4% | +26.5% | -19.1% | -0.8% |
| 3M | -5.9% | +37.3% | -43.2% | -15.9% |
| 6M | +5.6% | +31.2% | -25.6% | -5.2% |
| YTD | +4.8% | -7.4% | +12.2% | +5.1% |
| 1Y | +6.9% | -9.6% | +16.5% | +8.2% |
| 3Y | +27.6% | +1.9% | +25.7% | +20.4% |
| 5Y | +45.8% | -21.1% | +66.9% | +48.1% |
| All | +325.3% | +152.1% | +173.1% | +148.0% |
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