+180.8%
TYL vs A
+312.5%
-131.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.4% |
| 7D | +4.3% | +1.4% | +2.9% | +3.6% |
| 30D | +28.0% | +4.3% | +23.6% | +25.2% |
| 3M | +32.3% | +19.8% | +12.5% | +21.5% |
| 6M | +29.9% | +54.4% | -24.5% | +5.5% |
| YTD | -7.1% | +31.7% | -38.8% | -19.3% |
| 1Y | -9.2% | +22.4% | -31.7% | -18.6% |
| 3Y | +0.7% | +67.7% | -67.0% | -26.7% |
| 5Y | -21.1% | +15.7% | -36.8% | -31.1% |
| 10Y | +180.8% | +308.7% | -127.9% | +35.4% |
| All | +180.8% | +312.5% | -131.7% | +35.4% |
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