+104.9%
TYL vs BR
+183.7%
-78.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.5% | -2.0% | -2.9% |
| 7D | -7.6% | -5.9% | -1.7% | -3.9% |
| 30D | +11.3% | +1.9% | +9.4% | +10.1% |
| 3M | +14.5% | +14.7% | -0.2% | +5.5% |
| 6M | -7.1% | -12.8% | +5.6% | +0.7% |
| YTD | -23.4% | -23.0% | -0.3% | -10.5% |
| 1Y | -38.6% | -31.7% | -6.9% | -23.0% |
| 3Y | -11.3% | -4.8% | -6.5% | -9.3% |
| 5Y | -28.0% | +7.8% | -35.8% | -32.6% |
| 10Y | +104.9% | +184.1% | -79.2% | +18.0% |
| All | +104.9% | +183.7% | -78.9% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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