+61.4%
T vs TYL
+185.3%
-123.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.5% | +1.3% |
| 7D | +2.0% | +0.5% | +1.4% | +1.9% |
| 30D | -1.0% | +25.2% | -26.2% | -4.1% |
| 3M | -8.1% | +31.8% | -39.9% | -11.7% |
| 6M | -8.3% | +36.3% | -44.5% | -12.5% |
| YTD | -6.1% | -6.3% | +0.2% | -6.0% |
| 1Y | -7.4% | -9.5% | +2.1% | -6.7% |
| 3Y | +65.4% | +1.6% | +63.8% | +61.3% |
| 5Y | +57.6% | -21.8% | +79.4% | +58.4% |
| 10Y | +61.4% | +183.3% | -121.9% | +22.1% |
| All | +61.4% | +185.3% | -123.9% | +22.1% |
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