+686.6%
P vs TYL
+168.7%
+517.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +4.6% |
| 7D | -23.8% | +6.7% | -30.5% | -26.4% |
| 30D | -36.6% | +26.5% | -63.2% | -44.2% |
| 3M | +10.9% | +37.3% | -26.4% | -7.8% |
| 6M | +30.0% | +31.2% | -1.2% | +7.2% |
| YTD | +44.4% | -7.4% | +51.7% | +41.8% |
| 1Y | +3.9% | -9.6% | +13.5% | +3.1% |
| 3Y | +176.6% | +1.9% | +174.7% | +144.9% |
| 5Y | +249.3% | -21.1% | +270.4% | +258.4% |
| All | +686.6% | +168.7% | +517.9% | +281.4% |
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