+769.2%
TSEM vs TYL
+168.7%
+600.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.3% | +7.1% | +5.3% |
| 7D | -17.5% | +6.7% | -24.2% | -18.7% |
| 30D | -44.7% | +26.5% | -71.2% | -47.7% |
| 3M | -38.9% | +37.3% | -76.2% | -43.8% |
| 6M | -36.7% | +31.2% | -67.8% | -42.8% |
| YTD | +17.0% | -7.4% | +24.3% | +17.9% |
| 1Y | +62.8% | -9.6% | +72.4% | +65.4% |
| 3Y | +471.3% | +1.9% | +469.4% | +437.5% |
| 5Y | +290.3% | -21.1% | +311.4% | +308.6% |
| All | +769.2% | +168.7% | +600.6% | +381.6% |
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