-16.9%
TLT vs TYL
+168.7%
-185.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | 0.0% |
| 7D | +0.1% | +6.7% | -6.6% | 0.0% |
| 30D | +6.2% | +26.5% | -20.4% | +5.7% |
| 3M | -0.3% | +37.3% | -37.6% | -0.9% |
| 6M | -3.4% | +31.2% | -34.5% | -3.9% |
| YTD | -3.1% | -7.4% | +4.2% | -3.1% |
| 1Y | -5.2% | -9.6% | +4.3% | -5.2% |
| 3Y | +6.5% | +1.9% | +4.6% | +6.7% |
| 5Y | -34.7% | -21.1% | -13.6% | -35.6% |
| All | -16.9% | +168.7% | -185.6% | -10.6% |
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 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