+517.9%
QQQ vs TYL
+174.6%
+343.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.8% |
| 7D | -0.3% | +3.5% | -3.8% | -1.7% |
| 30D | -9.6% | +26.9% | -36.5% | -18.1% |
| 3M | -5.9% | +33.8% | -39.8% | -17.3% |
| 6M | -4.3% | +28.8% | -33.1% | -16.0% |
| YTD | +11.0% | -7.9% | +18.8% | +11.3% |
| 1Y | +11.9% | -9.8% | +21.7% | +13.1% |
| 3Y | +86.7% | +1.2% | +85.5% | +71.7% |
| 5Y | +77.1% | -22.8% | +99.9% | +81.7% |
| 10Y | +517.9% | +168.8% | +349.1% | +263.3% |
| All | +517.9% | +174.6% | +343.3% | +263.3% |
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