+171.1%
SLV vs TYL
+168.7%
+2.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.1% |
| 7D | +5.1% | +6.7% | -1.6% | +4.5% |
| 30D | -12.9% | +26.5% | -39.5% | -15.0% |
| 3M | -16.1% | +37.3% | -53.4% | -18.9% |
| 6M | -33.2% | +31.2% | -64.3% | -35.4% |
| YTD | -27.2% | -7.4% | -19.9% | -26.8% |
| 1Y | +7.6% | -9.6% | +17.2% | +8.5% |
| 3Y | +122.3% | +1.9% | +120.4% | +118.0% |
| 5Y | +109.7% | -21.1% | +130.8% | +109.4% |
| All | +171.1% | +168.7% | +2.4% | +139.3% |
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