+168.8%
TYL vs EXEL
+445.6%
-276.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -1.0% |
| 7D | +3.5% | +2.3% | +1.2% | +3.1% |
| 30D | +26.9% | +19.8% | +7.0% | +23.5% |
| 3M | +33.8% | +32.7% | +1.2% | +28.2% |
| 6M | +28.8% | +49.0% | -20.1% | +21.2% |
| YTD | -7.9% | +63.7% | -71.6% | -14.9% |
| 1Y | -9.8% | +75.8% | -85.6% | -17.6% |
| 3Y | +1.2% | +241.3% | -240.1% | -18.7% |
| 5Y | -22.8% | +289.0% | -311.9% | -40.0% |
| 10Y | +168.8% | +377.6% | -208.8% | +101.4% |
| All | +168.8% | +445.6% | -276.7% | +101.4% |
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