+78.2%
O vs TYL
+174.6%
-96.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +0.9% |
| 7D | +3.3% | +3.5% | -0.2% | +2.5% |
| 30D | +10.3% | +26.9% | -16.6% | +4.6% |
| 3M | -3.5% | +33.8% | -37.3% | -9.9% |
| 6M | -1.3% | +28.8% | -30.1% | -7.6% |
| YTD | +10.3% | -7.9% | +18.2% | +10.9% |
| 1Y | +10.4% | -9.8% | +20.2% | +11.5% |
| 3Y | +40.0% | +1.2% | +38.8% | +34.5% |
| 5Y | +12.4% | -22.8% | +35.2% | +13.7% |
| 10Y | +78.2% | +168.8% | -90.6% | +35.8% |
| All | +78.2% | +174.6% | -96.3% | +35.8% |
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