+245.7%
TSM vs TYL
-22.8%
+268.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.6% |
| 7D | -2.5% | +3.5% | -6.0% | -3.4% |
| 30D | -14.3% | +26.9% | -41.2% | -19.2% |
| 3M | -7.2% | +33.8% | -41.1% | -14.4% |
| 6M | -5.1% | +28.8% | -34.0% | -12.6% |
| YTD | +28.9% | -7.9% | +36.8% | +32.6% |
| 1Y | +37.1% | -9.8% | +46.8% | +41.9% |
| 3Y | +341.5% | +1.2% | +340.3% | +314.3% |
| 5Y | +245.7% | -22.8% | +268.5% | +249.9% |
| All | +245.7% | -22.8% | +268.5% | +249.9% |
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