+185.5%
PAAS vs TYL
+169.5%
+16.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.8% | -6.7% | -6.0% |
| 7D | +4.2% | +4.3% | -0.1% | +3.2% |
| 30D | -13.8% | +28.0% | -41.7% | -18.9% |
| 3M | -22.7% | +32.3% | -55.1% | -28.2% |
| 6M | -32.1% | +29.9% | -62.0% | -37.3% |
| YTD | -22.3% | -7.1% | -15.2% | -21.8% |
| 1Y | +7.7% | -9.2% | +16.9% | +8.8% |
| 3Y | +214.0% | +0.7% | +213.3% | +199.2% |
| 5Y | +63.2% | -21.1% | +84.3% | +61.9% |
| 10Y | +185.5% | +180.8% | +4.7% | +128.1% |
| All | +185.5% | +169.5% | +16.0% | +128.1% |
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