+1,643.1%
TSM vs TYL
+183.6%
+1,459.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +6.2% | +0.8% | +5.4% | +5.9% |
| 30D | -7.3% | +21.1% | -28.4% | -13.4% |
| 3M | -7.1% | +28.9% | -36.0% | -15.7% |
| 6M | +0.2% | +42.0% | -41.8% | -13.9% |
| YTD | +32.2% | -6.6% | +38.8% | +31.8% |
| 1Y | +42.8% | -9.1% | +51.9% | +43.7% |
| 3Y | +330.4% | +1.8% | +328.6% | +296.4% |
| 5Y | +263.9% | -22.9% | +286.8% | +270.5% |
| All | +1,643.1% | +183.6% | +1,459.5% | +984.0% |
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 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