+153.9%
TRV vs TYL
-28.2%
+182.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -0.5% |
| 7D | +0.5% | -7.6% | +8.1% | +1.4% |
| 30D | -4.9% | +11.3% | -16.2% | -6.0% |
| 3M | +23.7% | +14.5% | +9.2% | +21.7% |
| 6M | +20.3% | -7.1% | +27.5% | +20.7% |
| YTD | +27.1% | -23.4% | +50.4% | +30.0% |
| 1Y | +35.3% | -38.6% | +73.9% | +42.1% |
| 3Y | +139.8% | -11.3% | +151.1% | +144.8% |
| 5Y | +153.9% | -28.0% | +181.8% | +153.4% |
| All | +153.9% | -28.2% | +182.0% | +153.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling