+911.5%
TT vs TYL
+116.1%
+795.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.9% | +1.8% |
| 7D | 0.0% | -3.7% | +3.7% | +0.8% |
| 30D | -7.2% | +18.7% | -25.9% | -11.0% |
| 3M | -3.0% | +18.1% | -21.1% | -7.6% |
| 6M | +1.4% | -1.1% | +2.5% | +0.4% |
| YTD | +15.9% | -19.8% | +35.7% | +20.8% |
| 1Y | +9.4% | -34.3% | +43.7% | +21.3% |
| 3Y | +124.4% | -8.2% | +132.6% | +118.7% |
| 5Y | +138.0% | -25.4% | +163.4% | +141.2% |
| All | +911.5% | +116.1% | +795.3% | +645.8% |
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