+780.4%
TYL vs FIVE
+868.1%
-87.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +5.1% | -9.1% | -5.0% |
| 7D | -3.7% | +4.3% | -7.9% | -4.5% |
| 30D | +18.7% | +12.5% | +6.2% | +15.9% |
| 3M | +18.1% | +31.2% | -13.1% | +11.8% |
| 6M | -1.1% | +14.4% | -15.5% | -4.7% |
| YTD | -19.8% | +33.9% | -53.7% | -25.0% |
| 1Y | -34.3% | +65.1% | -99.4% | -41.2% |
| 3Y | -8.2% | +49.0% | -57.2% | -20.5% |
| 5Y | -25.4% | +30.3% | -55.7% | -35.1% |
| 10Y | +115.6% | +481.1% | -365.5% | +38.9% |
| All | +780.4% | +868.1% | -87.8% | +414.0% |
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