+357.0%
TPR vs TYL
+183.3%
+173.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.4% |
| 7D | -1.1% | -1.6% | +0.4% | -0.6% |
| 30D | +15.1% | +22.1% | -7.0% | +7.1% |
| 3M | -13.4% | +33.4% | -46.8% | -22.5% |
| 6M | +1.4% | +36.8% | -35.4% | -11.3% |
| YTD | +4.8% | -6.7% | +11.5% | +4.8% |
| 1Y | +29.2% | -9.2% | +38.4% | +30.7% |
| 3Y | +403.7% | +1.2% | +402.5% | +374.3% |
| 5Y | +230.8% | -23.0% | +253.8% | +238.4% |
| All | +357.0% | +183.3% | +173.7% | +167.5% |
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