+535.6%
TDG vs TYL
+102.8%
+432.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.2% |
| 7D | -2.4% | -8.6% | +6.2% | +0.8% |
| 30D | -8.0% | +7.5% | -15.5% | -10.7% |
| 3M | -10.5% | +10.9% | -21.4% | -14.8% |
| 6M | -11.9% | -6.7% | -5.2% | -11.0% |
| YTD | -15.4% | -24.5% | +9.2% | -7.9% |
| 1Y | -14.2% | -38.6% | +24.4% | +1.4% |
| 3Y | +51.0% | -12.6% | +63.7% | +48.9% |
| 5Y | +126.5% | -28.2% | +154.7% | +135.7% |
| 10Y | +535.6% | +104.0% | +431.5% | +298.5% |
| All | +535.6% | +102.8% | +432.8% | +298.5% |
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