-12.6%
TLT vs TYL
+183.6%
-196.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.1% | +0.8% | -3.9% | -3.1% |
| 30D | +1.0% | +21.1% | -20.1% | +0.7% |
| 3M | -2.7% | +28.9% | -31.6% | -3.2% |
| 6M | -4.1% | +42.0% | -46.2% | -4.8% |
| YTD | -5.4% | -6.6% | +1.2% | -5.4% |
| 1Y | -7.0% | -9.1% | +2.1% | -7.0% |
| 3Y | +2.8% | +1.8% | +1.0% | +3.0% |
| 5Y | -35.4% | -22.9% | -12.4% | -36.4% |
| All | -12.6% | +183.6% | -196.2% | -5.9% |
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