+130.4%
TLT vs TYL
+8,701.0%
-8,570.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.3% |
| 7D | +0.5% | +15.1% | -14.6% | +1.3% |
| 30D | +6.0% | +30.1% | -24.0% | +7.6% |
| 3M | -0.9% | +40.4% | -41.3% | +1.1% |
| 6M | -2.6% | +31.3% | -33.9% | -0.9% |
| YTD | -3.1% | -5.2% | +2.1% | -3.1% |
| 1Y | -4.4% | -6.6% | +2.2% | -4.4% |
| 3Y | +5.5% | +3.4% | +2.1% | +6.6% |
| 5Y | -34.7% | -19.3% | -15.4% | -35.0% |
| 10Y | -17.6% | +178.1% | -195.7% | -6.8% |
| All | +130.4% | +8,701.0% | -8,570.6% | +251.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling