+198.3%
TSCO vs TYL
+183.3%
+15.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +0.1% | -1.6% | +1.6% | +0.5% |
| 30D | +8.7% | +22.1% | -13.4% | +2.0% |
| 3M | +1.2% | +33.4% | -32.1% | -7.9% |
| 6M | +21.6% | +36.8% | -15.2% | +8.9% |
| YTD | -25.3% | -6.7% | -18.6% | -24.9% |
| 1Y | -33.0% | -9.2% | -23.8% | -32.0% |
| 3Y | -2.3% | +1.2% | -3.4% | -6.3% |
| 5Y | -9.2% | -23.0% | +13.9% | -7.2% |
| All | +198.3% | +183.3% | +15.0% | +112.2% |
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