+168.8%
TYL vs INDA
+104.1%
+64.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.0% |
| 7D | +3.5% | +6.1% | -2.6% | +1.0% |
| 30D | +26.9% | +11.7% | +15.2% | +21.3% |
| 3M | +33.8% | +2.1% | +31.8% | +32.7% |
| 6M | +28.8% | +3.2% | +25.7% | +27.1% |
| YTD | -7.9% | -4.9% | -3.0% | -6.3% |
| 1Y | -9.8% | -4.4% | -5.4% | -8.4% |
| 3Y | +1.2% | +17.6% | -16.4% | -6.6% |
| 5Y | -22.8% | +9.9% | -32.7% | -26.9% |
| 10Y | +168.8% | +102.7% | +66.1% | +105.5% |
| All | +168.8% | +104.1% | +64.7% | +105.5% |
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