+53.3%
TNA vs TYL
+169.5%
-116.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.9% |
| 7D | -0.5% | +4.3% | -4.8% | -5.2% |
| 30D | -0.7% | +28.0% | -28.7% | -24.6% |
| 3M | -21.5% | +32.3% | -53.8% | -44.0% |
| 6M | -11.2% | +29.9% | -41.2% | -40.0% |
| YTD | +27.0% | -7.1% | +34.1% | +17.9% |
| 1Y | +28.0% | -9.2% | +37.3% | +22.0% |
| 3Y | +142.9% | +0.7% | +142.2% | +94.1% |
| 5Y | -42.6% | -21.1% | -21.5% | -31.5% |
| 10Y | +53.3% | +180.8% | -127.5% | -48.2% |
| All | +53.3% | +169.5% | -116.3% | -48.2% |
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 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