+104.9%
TYL vs INDA
+80.4%
+24.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.8% | -3.8% |
| 7D | -7.6% | -1.0% | -6.6% | -7.2% |
| 30D | +11.3% | -2.5% | +13.9% | +12.5% |
| 3M | +14.5% | +4.0% | +10.5% | +12.7% |
| 6M | -7.1% | -1.8% | -5.3% | -6.7% |
| YTD | -23.4% | -9.2% | -14.2% | -20.5% |
| 1Y | -38.6% | -7.2% | -31.4% | -36.9% |
| 3Y | -11.3% | +9.8% | -21.1% | -15.8% |
| 5Y | -28.0% | +7.5% | -35.5% | -31.1% |
| 10Y | +104.9% | +80.8% | +24.1% | +60.9% |
| All | +104.9% | +80.4% | +24.4% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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