+116.6%
TYL vs A
+247.9%
-131.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.3% |
| 7D | -3.7% | -1.9% | -1.7% | -2.9% |
| 30D | +18.7% | +6.9% | +11.8% | +15.3% |
| 3M | +18.1% | +9.2% | +8.9% | +13.2% |
| 6M | -1.1% | +25.7% | -26.8% | -11.9% |
| YTD | -19.8% | +11.5% | -31.3% | -24.6% |
| 1Y | -34.3% | +18.4% | -52.7% | -40.2% |
| 3Y | -8.2% | +26.6% | -34.8% | -23.1% |
| 5Y | -25.4% | -12.8% | -12.6% | -25.4% |
| All | +116.6% | +247.9% | -131.3% | +20.2% |
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