+180.8%
TYL vs BR
+271.1%
-90.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | +4.3% | +5.0% | -0.7% | +1.2% |
| 30D | +28.0% | +16.6% | +11.3% | +16.2% |
| 3M | +32.3% | +12.0% | +20.4% | +23.5% |
| 6M | +29.9% | +30.7% | -0.8% | +10.4% |
| YTD | -7.1% | -11.9% | +4.8% | -0.1% |
| 1Y | -9.2% | -11.6% | +2.3% | -2.7% |
| 3Y | +0.7% | +15.0% | -14.3% | -8.4% |
| 5Y | -21.1% | +18.1% | -39.2% | -30.5% |
| 10Y | +180.8% | +278.6% | -97.8% | +34.0% |
| All | +180.8% | +271.1% | -90.3% | +34.0% |
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