-60.3%
TSLL vs TYL
+4.4%
-64.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +1.7% | -23.6% | -22.9% |
| 7D | -28.9% | +15.1% | -44.0% | -35.3% |
| 30D | -21.4% | +30.1% | -51.5% | -34.7% |
| 3M | +5.0% | +40.4% | -35.4% | -18.0% |
| 6M | -36.6% | +31.3% | -67.8% | -51.4% |
| YTD | -56.6% | -5.2% | -51.5% | -55.4% |
| 1Y | -60.9% | -6.6% | -54.3% | -59.5% |
| 3Y | -25.2% | +3.4% | -28.6% | -29.0% |
| All | -60.3% | +4.4% | -64.7% | -62.0% |
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