+295.4%
TRV vs TYL
+102.8%
+192.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | +0.2% | -8.6% | +8.8% | +1.9% |
| 30D | -2.3% | +7.5% | -9.9% | -3.8% |
| 3M | +22.7% | +10.9% | +11.8% | +19.8% |
| 6M | +21.9% | -6.7% | +28.7% | +22.7% |
| YTD | +27.5% | -24.5% | +52.0% | +33.2% |
| 1Y | +36.2% | -38.6% | +74.9% | +48.4% |
| 3Y | +140.6% | -12.6% | +153.2% | +141.6% |
| 5Y | +154.5% | -28.2% | +182.8% | +162.2% |
| 10Y | +295.4% | +104.0% | +191.4% | +213.5% |
| All | +295.4% | +102.8% | +192.7% | +213.5% |
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