+569.3%
TDG vs TYL
+185.3%
+384.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.3% |
| 7D | +2.3% | +0.5% | +1.8% | +2.1% |
| 30D | +11.2% | +25.2% | -14.0% | +2.2% |
| 3M | +0.2% | +31.8% | -31.5% | -10.2% |
| 6M | +3.9% | +36.3% | -32.4% | -9.1% |
| YTD | -6.4% | -6.3% | -0.1% | -6.4% |
| 1Y | -3.8% | -9.5% | +5.7% | -2.4% |
| 3Y | +46.8% | +1.6% | +45.1% | +37.2% |
| 5Y | +128.3% | -21.8% | +150.0% | +132.7% |
| 10Y | +569.3% | +183.3% | +386.0% | +269.6% |
| All | +569.3% | +185.3% | +384.0% | +269.6% |
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