+338.3%
PSX vs TYL
+169.5%
+168.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | -7.8% | +4.3% | -12.1% | -8.6% |
| 30D | -9.9% | +28.0% | -37.8% | -14.2% |
| 3M | +16.9% | +32.3% | -15.4% | +10.3% |
| 6M | +48.0% | +29.9% | +18.1% | +39.4% |
| YTD | +98.3% | -7.1% | +105.5% | +98.5% |
| 1Y | +86.2% | -9.2% | +95.4% | +87.1% |
| 3Y | +144.0% | +0.7% | +143.3% | +136.8% |
| 5Y | +287.7% | -21.1% | +308.8% | +293.6% |
| 10Y | +338.3% | +180.8% | +157.5% | +215.7% |
| All | +338.3% | +169.5% | +168.8% | +215.7% |
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