+180.7%
TYL vs HIG
+269.9%
-89.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.3% |
| 7D | +4.3% | +2.1% | +2.2% | +3.8% |
| 30D | +28.0% | +6.7% | +21.2% | +26.1% |
| 3M | +32.3% | -1.9% | +34.3% | +33.0% |
| 6M | +29.9% | +5.3% | +24.6% | +28.5% |
| YTD | -7.1% | +1.3% | -8.5% | -7.5% |
| 1Y | -9.2% | +7.2% | -16.4% | -10.8% |
| 3Y | +0.7% | +96.6% | -95.9% | -13.4% |
| 5Y | -21.1% | +110.0% | -131.1% | -33.5% |
| All | +180.7% | +269.9% | -89.2% | +125.9% |
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