+168.8%
TYL vs FIVE
+596.6%
-427.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.6% | -6.2% | -1.6% |
| 7D | +3.5% | +6.2% | -2.7% | +2.3% |
| 30D | +26.9% | +18.2% | +8.7% | +22.7% |
| 3M | +33.8% | +3.8% | +30.0% | +32.3% |
| 6M | +28.8% | +13.7% | +15.1% | +24.5% |
| YTD | -7.9% | +34.7% | -42.6% | -14.5% |
| 1Y | -9.8% | +66.6% | -76.4% | -19.8% |
| 3Y | +1.2% | +44.3% | -43.1% | -12.0% |
| 5Y | -22.8% | +18.8% | -41.6% | -32.1% |
| 10Y | +168.8% | +569.2% | -400.4% | +80.9% |
| All | +168.8% | +596.6% | -427.8% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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