+550.5%
TTD vs TYL
+174.6%
+376.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | -0.6% | +16.0% | +16.0% |
| 7D | +19.0% | +3.5% | +15.4% | +14.9% |
| 30D | +23.6% | +26.9% | -3.3% | -2.0% |
| 3M | +8.2% | +33.8% | -25.7% | -19.0% |
| 6M | -35.3% | +28.8% | -64.1% | -50.6% |
| YTD | -60.7% | -7.9% | -52.8% | -59.7% |
| 1Y | -65.3% | -9.8% | -55.5% | -63.8% |
| 3Y | -80.6% | +1.2% | -81.7% | -84.0% |
| 5Y | -84.6% | -22.8% | -61.8% | -82.4% |
| 10Y | +550.5% | +168.8% | +381.7% | +167.9% |
| All | +550.5% | +174.6% | +376.0% | +167.9% |
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 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