+365.6%
PSX vs TYL
+115.8%
+249.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +1.0% |
| 7D | +4.5% | -3.7% | +8.2% | +5.3% |
| 30D | +26.6% | +18.7% | +7.9% | +22.3% |
| 3M | +39.3% | +18.1% | +21.1% | +34.1% |
| 6M | +56.8% | -1.1% | +57.9% | +56.0% |
| YTD | +101.8% | -19.8% | +121.6% | +108.5% |
| 1Y | +99.6% | -34.3% | +133.9% | +114.8% |
| 3Y | +140.3% | -8.2% | +148.6% | +137.4% |
| 5Y | +339.3% | -25.4% | +364.8% | +346.8% |
| All | +365.6% | +115.8% | +249.8% | +260.5% |
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