+376.4%
NDAQ vs TYL
+116.1%
+260.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.2% | -0.3% |
| 7D | -2.4% | -3.7% | +1.2% | -1.0% |
| 30D | +2.5% | +18.7% | -16.3% | -4.5% |
| 3M | +9.9% | +18.1% | -8.2% | +2.2% |
| 6M | +9.4% | -1.1% | +10.6% | +8.6% |
| YTD | +0.4% | -19.8% | +20.2% | +7.5% |
| 1Y | +4.0% | -34.3% | +38.4% | +20.4% |
| 3Y | +94.4% | -8.2% | +102.6% | +93.3% |
| 5Y | +56.7% | -25.4% | +82.1% | +64.8% |
| All | +376.4% | +116.1% | +260.3% | +251.0% |
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