+168.9%
TYL vs EXEL
+461.0%
-292.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.5% | -2.5% |
| 7D | +6.7% | +0.3% | +6.4% | +6.6% |
| 30D | +26.5% | +19.0% | +7.5% | +23.4% |
| 3M | +37.3% | +33.3% | +4.0% | +31.6% |
| 6M | +31.2% | +42.9% | -11.7% | +24.2% |
| YTD | -7.4% | +58.7% | -66.1% | -13.9% |
| 1Y | -9.6% | +70.5% | -80.1% | -16.9% |
| 3Y | +1.9% | +233.8% | -231.9% | -17.5% |
| 5Y | -21.1% | +259.3% | -280.5% | -37.7% |
| All | +168.9% | +461.0% | -292.1% | +98.4% |
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