+180.8%
TYL vs BEN
+55.0%
+125.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.3% | +0.5% |
| 7D | +4.3% | +12.1% | -7.8% | +0.7% |
| 30D | +28.0% | +13.4% | +14.5% | +23.0% |
| 3M | +32.3% | +9.4% | +23.0% | +28.4% |
| 6M | +29.9% | +19.3% | +10.7% | +22.3% |
| YTD | -7.1% | +57.3% | -64.4% | -20.0% |
| 1Y | -9.2% | +69.1% | -78.3% | -23.6% |
| 3Y | +0.7% | +85.6% | -84.9% | -19.8% |
| 5Y | -21.1% | +32.9% | -54.0% | -31.9% |
| 10Y | +180.8% | +58.3% | +122.5% | +126.8% |
| All | +180.8% | +55.0% | +125.8% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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