+135.5%
TDG vs TYL
-28.2%
+163.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | -0.1% |
| 7D | -0.9% | -7.6% | +6.7% | +1.4% |
| 30D | -6.5% | +11.3% | -17.9% | -9.9% |
| 3M | -5.1% | +14.5% | -19.6% | -9.8% |
| 6M | -11.5% | -7.1% | -4.4% | -10.4% |
| YTD | -13.9% | -23.4% | +9.5% | -7.3% |
| 1Y | -11.5% | -38.6% | +27.1% | +3.3% |
| 3Y | +53.7% | -11.3% | +65.0% | +50.3% |
| 5Y | +135.5% | -28.0% | +163.5% | +139.6% |
| All | +135.5% | -28.2% | +163.7% | +139.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling