+192.6%
TSCO vs TYL
+102.8%
+89.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.2% |
| 7D | -2.5% | -8.6% | +6.1% | +0.2% |
| 30D | -1.1% | +7.5% | -8.7% | -3.6% |
| 3M | +14.3% | +10.9% | +3.3% | +9.6% |
| 6M | -31.9% | -6.7% | -25.2% | -31.1% |
| YTD | -30.7% | -24.5% | -6.2% | -25.5% |
| 1Y | -41.1% | -38.6% | -2.4% | -32.1% |
| 3Y | -17.1% | -12.6% | -4.5% | -17.1% |
| 5Y | -7.5% | -28.2% | +20.7% | -4.0% |
| 10Y | +192.6% | +104.0% | +88.6% | +130.7% |
| All | +192.6% | +102.8% | +89.8% | +130.7% |
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