+508.5%
TTD vs TYL
+183.6%
+324.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.2% | +1.3% |
| 7D | +21.3% | +0.8% | +20.4% | +20.3% |
| 30D | +28.7% | +21.1% | +7.6% | +6.8% |
| 3M | +7.7% | +28.9% | -21.2% | -16.5% |
| 6M | -23.5% | +42.0% | -65.5% | -46.9% |
| YTD | -58.7% | -6.6% | -52.1% | -58.2% |
| 1Y | -63.4% | -9.1% | -54.4% | -62.1% |
| 3Y | -75.3% | +1.8% | -77.1% | -79.8% |
| 5Y | -84.4% | -22.9% | -61.4% | -82.1% |
| All | +508.5% | +183.6% | +324.9% | +133.4% |
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