+1,729.4%
TSM vs TYL
+116.1%
+1,613.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.0% | +6.9% | +4.2% |
| 7D | +2.7% | -3.7% | +6.4% | +4.0% |
| 30D | +3.6% | +18.7% | -15.1% | -2.7% |
| 3M | -3.4% | +18.1% | -21.5% | -10.5% |
| 6M | +20.6% | -1.1% | +21.7% | +18.5% |
| YTD | +41.9% | -19.8% | +61.7% | +50.0% |
| 1Y | +84.4% | -34.3% | +118.7% | +112.0% |
| 3Y | +380.2% | -8.2% | +388.4% | +356.8% |
| 5Y | +275.3% | -25.4% | +300.7% | +282.3% |
| All | +1,729.4% | +116.1% | +1,613.3% | +1,150.6% |
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