+168.9%
TYL vs M
-4.2%
+173.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -1.9% |
| 7D | +6.7% | -4.3% | +10.9% | +7.1% |
| 30D | +26.5% | +1.3% | +25.3% | +26.4% |
| 3M | +37.3% | -7.4% | +44.7% | +38.1% |
| 6M | +31.2% | +18.3% | +12.8% | +28.7% |
| YTD | -7.4% | +7.6% | -14.9% | -8.6% |
| 1Y | -9.6% | +17.4% | -26.9% | -11.6% |
| 3Y | +1.9% | +108.4% | -106.5% | -8.2% |
| 5Y | -21.1% | -10.6% | -10.5% | -25.1% |
| All | +168.9% | -4.2% | +173.1% | +149.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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