-44.5%
TOST vs TYL
-8.4%
-36.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.3% | +3.4% |
| 7D | 0.0% | +0.8% | -0.8% | -0.7% |
| 30D | +16.2% | +21.1% | -4.9% | -1.8% |
| 3M | -1.5% | +28.9% | -30.4% | -22.4% |
| 6M | +55.3% | +42.0% | +13.3% | +10.1% |
| YTD | -2.3% | -6.6% | +4.2% | +0.8% |
| 1Y | -5.5% | -9.1% | +3.5% | -0.1% |
| 3Y | +151.1% | +1.8% | +149.3% | +113.8% |
| 5Y | -27.9% | -22.9% | -5.0% | -8.8% |
| All | -44.5% | -8.4% | -36.1% | -39.7% |
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