-12.5%
TLT vs TYL
+174.6%
-187.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +0.3% | +3.5% | -3.2% | +0.2% |
| 30D | +5.1% | +26.9% | -21.8% | +4.6% |
| 3M | -0.2% | +33.8% | -34.0% | -0.7% |
| 6M | -2.9% | +28.8% | -31.8% | -3.4% |
| YTD | -2.7% | -7.9% | +5.2% | -2.7% |
| 1Y | -4.6% | -9.8% | +5.2% | -4.6% |
| 3Y | +6.1% | +1.2% | +4.9% | +6.3% |
| 5Y | -35.1% | -22.8% | -12.3% | -36.1% |
| 10Y | -12.5% | +168.8% | -181.3% | -5.5% |
| All | -12.5% | +174.6% | -187.0% | -5.5% |
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