+923.5%
TYL vs FIVE
+867.4%
+56.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.7% | -2.0% | +3.5% |
| 7D | +17.3% | +7.5% | +9.8% | +15.7% |
| 30D | +28.9% | +16.7% | +12.2% | +25.2% |
| 3M | +35.1% | +13.4% | +21.7% | +31.5% |
| 6M | +29.3% | +9.0% | +20.3% | +26.1% |
| YTD | -6.8% | +33.8% | -40.6% | -12.9% |
| 1Y | -9.9% | +61.2% | -71.1% | -18.9% |
| 3Y | +1.7% | +42.1% | -40.5% | -11.0% |
| 5Y | -21.6% | +21.4% | -43.0% | -30.8% |
| 10Y | +173.5% | +609.1% | -435.6% | +70.9% |
| All | +923.5% | +867.4% | +56.0% | +497.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling