+180.8%
TYL vs CAPR
-68.2%
+249.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.9% | +10.8% | +0.9% |
| 7D | +4.3% | +7.6% | -3.3% | +4.2% |
| 30D | +28.0% | +13.3% | +14.7% | +27.8% |
| 3M | +32.3% | +130.4% | -98.1% | +31.1% |
| 6M | +29.9% | -70.8% | +100.7% | +30.4% |
| YTD | -7.1% | -69.3% | +62.2% | -6.9% |
| 1Y | -9.2% | +59.5% | -68.8% | -12.8% |
| 3Y | +0.7% | +216.8% | -216.1% | -6.5% |
| 5Y | -21.1% | +152.7% | -173.8% | -27.1% |
| 10Y | +180.8% | -68.2% | +249.0% | +152.4% |
| All | +180.8% | -68.2% | +249.0% | +152.4% |
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