+1,502.2%
TSM vs TYL
+174.6%
+1,327.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.7% |
| 7D | -2.5% | +3.5% | -6.0% | -3.8% |
| 30D | -14.3% | +26.9% | -41.2% | -21.2% |
| 3M | -7.2% | +33.8% | -41.1% | -17.0% |
| 6M | -5.1% | +28.8% | -34.0% | -15.5% |
| YTD | +28.9% | -7.9% | +36.8% | +29.0% |
| 1Y | +37.1% | -9.8% | +46.8% | +38.1% |
| 3Y | +341.5% | +1.2% | +340.3% | +306.6% |
| 5Y | +245.7% | -22.8% | +268.5% | +250.9% |
| 10Y | +1,502.2% | +168.8% | +1,333.4% | +912.6% |
| All | +1,502.2% | +174.6% | +1,327.7% | +912.6% |
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