+886.2%
TER vs TYL
+168.7%
+717.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +3.3% |
| 7D | -20.5% | +6.7% | -27.1% | -22.5% |
| 30D | -47.0% | +26.5% | -73.6% | -51.8% |
| 3M | -43.3% | +37.3% | -80.6% | -51.0% |
| 6M | -42.9% | +31.2% | -74.1% | -51.9% |
| YTD | +12.9% | -7.4% | +20.2% | +10.0% |
| 1Y | +18.2% | -9.6% | +27.7% | +16.4% |
| 3Y | +151.8% | +1.9% | +149.9% | +114.1% |
| 5Y | +54.2% | -21.1% | +75.3% | +53.4% |
| All | +886.2% | +168.7% | +717.5% | +358.8% |
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