+659.7%
P vs TYL
+174.9%
+484.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | +1.7% | -18.1% | -17.2% |
| 7D | -31.9% | +15.1% | -47.0% | -36.7% |
| 30D | -36.5% | +30.1% | -66.6% | -44.8% |
| 3M | +11.6% | +40.4% | -28.8% | -8.1% |
| 6M | +25.2% | +31.3% | -6.1% | +3.5% |
| YTD | +39.4% | -5.2% | +44.6% | +35.6% |
| 1Y | -3.7% | -6.6% | +2.9% | -5.9% |
| 3Y | +167.3% | +3.4% | +163.9% | +135.6% |
| 5Y | +237.3% | -19.3% | +256.6% | +242.7% |
| All | +659.7% | +174.9% | +484.7% | +264.7% |
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