+125.7%
TT vs TYL
-20.5%
+146.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.1% | -4.7% |
| 7D | -9.0% | +15.1% | -24.1% | -11.1% |
| 30D | -17.6% | +30.1% | -47.7% | -21.3% |
| 3M | -18.7% | +40.4% | -59.0% | -23.8% |
| 6M | -17.4% | +31.3% | -48.7% | -22.1% |
| YTD | +1.5% | -5.2% | +6.7% | +3.6% |
| 1Y | -9.4% | -6.6% | -2.8% | -7.2% |
| 3Y | +85.1% | +3.4% | +81.7% | +78.1% |
| 5Y | +125.7% | -19.3% | +145.0% | +128.0% |
| All | +125.7% | -20.5% | +146.3% | +128.0% |
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 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