+708.4%
P vs TYL
+116.1%
+592.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.0% | +5.4% | +3.4% |
| 7D | +6.5% | -3.7% | +10.2% | +8.5% |
| 30D | +18.8% | +18.7% | +0.1% | +8.2% |
| 3M | +26.7% | +18.1% | +8.6% | +12.7% |
| 6M | +62.2% | -1.1% | +63.3% | +56.9% |
| YTD | +48.5% | -19.8% | +68.3% | +59.5% |
| 1Y | +26.4% | -34.3% | +60.7% | +52.2% |
| 3Y | +159.4% | -8.2% | +167.6% | +143.4% |
| 5Y | +275.8% | -25.4% | +301.2% | +295.4% |
| All | +708.4% | +116.1% | +592.2% | +345.4% |
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