+61.1%
PPL vs TYL
+174.9%
-113.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.5% |
| 7D | +1.0% | +15.1% | -14.1% | -1.3% |
| 30D | +6.8% | +30.1% | -23.2% | +2.3% |
| 3M | +3.9% | +40.4% | -36.5% | -2.0% |
| 6M | -2.0% | +31.3% | -33.3% | -7.0% |
| YTD | +5.3% | -5.2% | +10.5% | +5.3% |
| 1Y | +2.2% | -6.6% | +8.8% | +2.4% |
| 3Y | +56.7% | +3.4% | +53.3% | +51.5% |
| 5Y | +49.1% | -19.3% | +68.3% | +47.9% |
| All | +61.1% | +174.9% | -113.8% | +31.7% |
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