+168.9%
TYL vs CAPR
-68.5%
+237.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.7% | -6.9% | -2.3% |
| 7D | +6.7% | +41.1% | -34.4% | +6.3% |
| 30D | +26.5% | +11.1% | +15.4% | +26.4% |
| 3M | +37.3% | +115.3% | -78.0% | +36.1% |
| 6M | +31.2% | -73.8% | +105.0% | +31.8% |
| YTD | -7.4% | -68.8% | +61.5% | -7.2% |
| 1Y | -9.6% | +43.3% | -52.9% | -12.9% |
| 3Y | +1.9% | +214.7% | -212.8% | -5.3% |
| 5Y | -21.1% | +141.3% | -162.4% | -27.0% |
| All | +168.9% | -68.5% | +237.4% | +143.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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