-34.7%
TLT vs TYL
-21.6%
-13.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | -0.3% | +4.3% | -4.6% | -0.5% |
| 30D | +3.7% | +28.0% | -24.2% | +2.2% |
| 3M | -0.7% | +32.3% | -33.0% | -2.4% |
| 6M | -4.2% | +29.9% | -34.1% | -5.9% |
| YTD | -4.0% | -7.1% | +3.1% | -3.6% |
| 1Y | -5.8% | -9.2% | +3.4% | -5.4% |
| 3Y | +4.1% | +0.7% | +3.4% | +3.6% |
| All | -34.7% | -21.6% | -13.1% | -37.2% |
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