+180.8%
TYL vs EXEL
+363.4%
-182.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.1% |
| 7D | +4.3% | -2.4% | +6.7% | +4.6% |
| 30D | +28.0% | +17.9% | +10.0% | +24.8% |
| 3M | +32.3% | +33.3% | -0.9% | +26.7% |
| 6M | +29.9% | +46.6% | -16.6% | +22.4% |
| YTD | -7.1% | +61.0% | -68.1% | -14.1% |
| 1Y | -9.2% | +70.4% | -79.7% | -16.8% |
| 3Y | +0.7% | +236.1% | -235.4% | -19.1% |
| 5Y | -21.1% | +284.8% | -305.9% | -38.7% |
| 10Y | +180.8% | +348.4% | -167.6% | +107.9% |
| All | +180.8% | +363.4% | -182.6% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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