+272.5%
RF vs TYL
+168.7%
+103.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.3% |
| 7D | -0.9% | +6.7% | -7.6% | -2.9% |
| 30D | +6.0% | +26.5% | -20.5% | -1.5% |
| 3M | -8.9% | +37.3% | -46.2% | -17.9% |
| 6M | +2.3% | +31.2% | -28.8% | -7.3% |
| YTD | +7.6% | -7.4% | +14.9% | +8.0% |
| 1Y | +21.2% | -9.6% | +30.7% | +22.6% |
| 3Y | +108.5% | +1.9% | +106.6% | +97.8% |
| 5Y | +43.2% | -21.1% | +64.3% | +44.8% |
| All | +272.5% | +168.7% | +103.8% | +140.2% |
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