+806.9%
PH vs TYL
+116.1%
+690.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | +1.1% |
| 7D | -3.1% | -3.7% | +0.6% | -1.9% |
| 30D | -3.2% | +18.7% | -22.0% | -8.8% |
| 3M | +10.6% | +18.1% | -7.6% | +3.4% |
| 6M | -2.1% | -1.1% | -1.0% | -3.5% |
| YTD | +10.2% | -19.8% | +30.0% | +16.3% |
| 1Y | +28.2% | -34.3% | +62.5% | +46.2% |
| 3Y | +134.9% | -8.2% | +143.1% | +130.2% |
| 5Y | +253.6% | -25.4% | +279.1% | +265.0% |
| All | +806.9% | +116.1% | +690.7% | +543.2% |
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