+104.9%
TYL vs HIG
+304.7%
-199.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.0% | -2.5% | -4.0% |
| 7D | -7.6% | -1.1% | -6.5% | -7.3% |
| 30D | +11.3% | -4.9% | +16.2% | +12.6% |
| 3M | +14.5% | +6.8% | +7.7% | +12.9% |
| 6M | -7.1% | -1.7% | -5.5% | -6.8% |
| YTD | -23.4% | -0.2% | -23.2% | -23.5% |
| 1Y | -38.6% | +5.7% | -44.3% | -39.5% |
| 3Y | -11.3% | +100.3% | -111.6% | -24.2% |
| 5Y | -28.0% | +118.5% | -146.4% | -39.8% |
| 10Y | +104.9% | +309.7% | -204.9% | +45.2% |
| All | +104.9% | +304.7% | -199.8% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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