+581.1%
ON vs TYL
+115.8%
+465.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.0% | +3.0% |
| 7D | +2.4% | -3.7% | +6.1% | +4.3% |
| 30D | -3.3% | +18.7% | -22.0% | -12.0% |
| 3M | -43.6% | +18.1% | -61.7% | -50.3% |
| 6M | +19.0% | -1.1% | +20.1% | +13.5% |
| YTD | +37.4% | -19.8% | +57.2% | +46.6% |
| 1Y | +54.8% | -34.3% | +89.1% | +88.1% |
| 3Y | -25.2% | -8.2% | -16.9% | -31.2% |
| 5Y | +62.7% | -25.4% | +88.1% | +70.9% |
| All | +581.1% | +115.8% | +465.4% | +293.4% |
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