+1,301.0%
TSEM vs TYL
+106.7%
+1,194.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.3% | -0.1% |
| 7D | +10.4% | -7.6% | +18.0% | +12.3% |
| 30D | -12.9% | +11.3% | -24.3% | -15.6% |
| 3M | -9.2% | +14.5% | -23.7% | -14.4% |
| 6M | +98.8% | -7.1% | +105.9% | +98.2% |
| YTD | +87.2% | -23.4% | +110.6% | +98.2% |
| 1Y | +239.0% | -38.6% | +277.5% | +291.3% |
| 3Y | +679.5% | -11.3% | +690.8% | +650.2% |
| 5Y | +667.3% | -28.0% | +695.2% | +697.5% |
| 10Y | +1,301.0% | +104.9% | +1,196.2% | +744.5% |
| All | +1,301.0% | +106.7% | +1,194.4% | +744.5% |
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