+26.8%
PL vs TYL
-6.7%
+33.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.3% | +12.7% | +11.4% |
| 7D | -6.8% | +6.7% | -13.5% | -9.9% |
| 30D | -29.3% | +26.5% | -55.8% | -37.3% |
| 3M | -44.8% | +37.3% | -82.1% | -53.6% |
| 6M | -68.4% | +31.2% | -99.5% | -73.9% |
| YTD | -36.4% | -7.4% | -29.0% | -35.7% |
| 1Y | +0.7% | -9.6% | +10.3% | +3.3% |
| 3Y | +455.3% | +1.9% | +453.4% | +407.8% |
| 5Y | +22.7% | -21.1% | +43.8% | +32.7% |
| All | +26.8% | -6.7% | +33.5% | +36.1% |
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