+62.5%
T vs TYL
+183.6%
-121.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.5% | +0.8% | +1.7% | +2.4% |
| 30D | -3.8% | +21.1% | -24.9% | -6.4% |
| 3M | -8.7% | +28.9% | -37.7% | -12.1% |
| 6M | -8.1% | +42.0% | -50.1% | -12.9% |
| YTD | -6.4% | -6.6% | +0.1% | -6.3% |
| 1Y | -9.8% | -9.1% | -0.7% | -9.2% |
| 3Y | +65.5% | +1.8% | +63.6% | +61.3% |
| 5Y | +57.0% | -22.9% | +79.9% | +58.2% |
| All | +62.5% | +183.6% | -121.1% | +22.4% |
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