+62.1%
PR vs TYL
+174.9%
-112.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.7% | -6.6% | -5.1% |
| 7D | -16.5% | +15.1% | -31.6% | -18.3% |
| 30D | -4.5% | +30.1% | -34.6% | -8.3% |
| 3M | +8.5% | +40.4% | -31.8% | +2.9% |
| 6M | -3.3% | +31.3% | -34.6% | -7.9% |
| YTD | +55.7% | -5.2% | +60.9% | +55.7% |
| 1Y | +82.0% | -6.6% | +88.7% | +82.5% |
| 3Y | +62.5% | +3.4% | +59.1% | +59.5% |
| 5Y | +223.9% | -19.3% | +243.2% | +214.0% |
| All | +62.1% | +174.9% | -112.9% | +41.8% |
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