+187.8%
TYL vs A
+302.9%
-115.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +0.8% | -0.5% | +1.3% | +1.0% |
| 30D | +21.1% | 0.0% | +21.1% | +20.6% |
| 3M | +28.9% | +16.7% | +12.2% | +19.6% |
| 6M | +42.0% | +54.8% | -12.8% | +15.0% |
| YTD | -6.6% | +28.8% | -35.4% | -18.1% |
| 1Y | -9.1% | +19.3% | -28.4% | -17.5% |
| 3Y | +1.8% | +65.5% | -63.7% | -25.6% |
| 5Y | -22.9% | +12.1% | -35.0% | -31.7% |
| All | +187.8% | +302.9% | -115.1% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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