+95.7%
TNA vs TYL
+105.8%
-10.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | +3.4% |
| 7D | +4.1% | -7.6% | +11.7% | +12.7% |
| 30D | -7.6% | +11.3% | -19.0% | -19.0% |
| 3M | +8.1% | +14.5% | -6.4% | -12.2% |
| 6M | +49.0% | -7.1% | +56.2% | +45.3% |
| YTD | +51.7% | -23.4% | +75.1% | +76.9% |
| 1Y | +59.6% | -38.6% | +98.2% | +142.6% |
| 3Y | +118.9% | -11.3% | +130.2% | +101.8% |
| 5Y | -19.2% | -28.0% | +8.8% | +6.4% |
| All | +95.7% | +105.8% | -10.2% | -4.0% |
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