+54.1%
T vs TYL
+174.6%
-120.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | +1.7% | +3.5% | -1.8% | +1.2% |
| 30D | -1.7% | +26.9% | -28.6% | -5.0% |
| 3M | -7.3% | +33.8% | -41.2% | -11.2% |
| 6M | -11.2% | +28.8% | -40.0% | -14.7% |
| YTD | -8.1% | -7.9% | -0.2% | -7.7% |
| 1Y | -8.0% | -9.8% | +1.8% | -7.4% |
| 3Y | +62.1% | +1.2% | +60.9% | +58.1% |
| 5Y | +55.7% | -22.8% | +78.5% | +56.7% |
| 10Y | +54.1% | +168.8% | -114.7% | +17.5% |
| All | +54.1% | +174.6% | -120.4% | +17.5% |
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