+51.4%
O vs TYL
+116.1%
-64.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | +0.1% |
| 7D | -0.7% | -3.7% | +2.9% | +0.1% |
| 30D | -1.9% | +18.7% | -20.6% | -5.7% |
| 3M | +3.8% | +18.1% | -14.3% | -0.4% |
| 6M | -4.7% | -1.1% | -3.6% | -5.3% |
| YTD | +12.5% | -19.8% | +32.3% | +16.9% |
| 1Y | +10.8% | -34.3% | +45.2% | +21.1% |
| 3Y | +28.8% | -8.2% | +37.0% | +26.2% |
| 5Y | +13.2% | -25.4% | +38.6% | +14.7% |
| All | +51.4% | +116.1% | -64.8% | +21.6% |
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