+384.1%
TPR vs TYL
+174.9%
+209.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.7% | +5.4% | +6.5% |
| 7D | +13.9% | +15.1% | -1.2% | +8.4% |
| 30D | +14.9% | +30.1% | -15.1% | +4.6% |
| 3M | -15.4% | +40.4% | -55.8% | -25.6% |
| 6M | -4.5% | +31.3% | -35.8% | -15.2% |
| YTD | +6.0% | -5.2% | +11.2% | +5.5% |
| 1Y | +24.3% | -6.6% | +30.9% | +24.3% |
| 3Y | +412.8% | +3.4% | +409.4% | +379.2% |
| 5Y | +258.4% | -19.3% | +277.7% | +260.0% |
| All | +384.1% | +174.9% | +209.1% | +191.3% |
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