+516.0%
ON vs TYL
+174.6%
+341.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.6% | +9.7% | +9.4% |
| 7D | -1.4% | +3.5% | -5.0% | -3.3% |
| 30D | -10.9% | +26.9% | -37.8% | -21.5% |
| 3M | -14.9% | +33.8% | -48.7% | -27.9% |
| 6M | -33.0% | +28.8% | -61.9% | -44.7% |
| YTD | +27.6% | -7.9% | +35.5% | +25.6% |
| 1Y | +44.5% | -9.8% | +54.3% | +43.8% |
| 3Y | +7.4% | +1.2% | +6.2% | -5.8% |
| 5Y | +18.7% | -22.8% | +41.6% | +23.1% |
| 10Y | +516.0% | +168.8% | +347.1% | +213.9% |
| All | +516.0% | +174.6% | +341.4% | +213.9% |
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