+556.1%
ON vs TYL
+185.3%
+370.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.9% | +4.8% | +5.3% |
| 7D | +3.3% | +0.5% | +2.8% | +2.9% |
| 30D | -3.1% | +25.2% | -28.3% | -14.0% |
| 3M | -9.2% | +31.8% | -41.0% | -22.4% |
| 6M | -31.4% | +36.3% | -67.6% | -45.0% |
| YTD | +36.0% | -6.3% | +42.2% | +32.8% |
| 1Y | +52.0% | -9.5% | +61.5% | +51.5% |
| 3Y | +9.3% | +1.6% | +7.6% | -4.0% |
| 5Y | +26.5% | -21.8% | +48.3% | +30.4% |
| 10Y | +556.1% | +183.3% | +372.9% | +223.8% |
| All | +556.1% | +185.3% | +370.9% | +223.8% |
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