+556.7%
QQQ vs TYL
+106.7%
+450.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +1.7% |
| 7D | +1.5% | -7.6% | +9.1% | +4.7% |
| 30D | -0.6% | +11.3% | -12.0% | -5.2% |
| 3M | +0.4% | +14.5% | -14.1% | -6.7% |
| 6M | +20.1% | -7.1% | +27.2% | +21.1% |
| YTD | +17.2% | -23.4% | +40.6% | +27.4% |
| 1Y | +24.7% | -38.6% | +63.3% | +50.1% |
| 3Y | +96.2% | -11.3% | +107.5% | +89.5% |
| 5Y | +94.4% | -28.0% | +122.4% | +103.6% |
| 10Y | +556.7% | +104.9% | +451.8% | +334.7% |
| All | +556.7% | +106.7% | +450.0% | +334.7% |
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