+1,410.4%
TSM vs TYL
+168.7%
+1,241.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.3% | +8.6% | +7.0% |
| 7D | -7.6% | +6.7% | -14.2% | -9.6% |
| 30D | -20.5% | +26.5% | -47.0% | -26.9% |
| 3M | -10.0% | +37.3% | -47.3% | -20.2% |
| 6M | -10.1% | +31.2% | -41.2% | -20.5% |
| YTD | +24.5% | -7.4% | +31.9% | +24.4% |
| 1Y | +31.2% | -9.6% | +40.7% | +32.1% |
| 3Y | +322.0% | +1.9% | +320.1% | +287.8% |
| 5Y | +245.3% | -21.1% | +266.4% | +247.2% |
| All | +1,410.4% | +168.7% | +1,241.7% | +855.4% |
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