+76.2%
O vs TYL
+183.6%
-107.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | -0.4% | +0.8% | -1.2% | -0.6% |
| 30D | +7.1% | +21.1% | -14.0% | +2.6% |
| 3M | -5.2% | +28.9% | -34.1% | -10.8% |
| 6M | -1.8% | +42.0% | -43.8% | -10.0% |
| YTD | +9.1% | -6.6% | +15.7% | +9.3% |
| 1Y | +9.7% | -9.1% | +18.8% | +10.6% |
| 3Y | +39.1% | +1.8% | +37.3% | +33.5% |
| 5Y | +8.4% | -22.9% | +31.3% | +9.9% |
| All | +76.2% | +183.6% | -107.4% | +31.9% |
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