+379.1%
TPR vs TYL
+168.7%
+210.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.2% |
| 7D | +14.2% | +6.7% | +7.5% | +11.7% |
| 30D | +17.1% | +26.5% | -9.5% | +7.6% |
| 3M | -17.7% | +37.3% | -55.0% | -27.1% |
| 6M | -10.2% | +31.2% | -41.3% | -20.2% |
| YTD | +4.9% | -7.4% | +12.3% | +5.3% |
| 1Y | +36.1% | -9.6% | +45.7% | +37.8% |
| 3Y | +416.5% | +1.9% | +414.6% | +384.5% |
| 5Y | +254.8% | -21.1% | +275.9% | +259.2% |
| All | +379.1% | +168.7% | +210.5% | +190.6% |
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