+116.6%
TYL vs M
-2.2%
+118.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.6% | -6.6% | -4.2% |
| 7D | -3.7% | +4.7% | -8.4% | -4.1% |
| 30D | +18.7% | -9.6% | +28.4% | +19.8% |
| 3M | +18.1% | +0.9% | +17.3% | +17.8% |
| 6M | -1.1% | +22.3% | -23.4% | -3.3% |
| YTD | -19.8% | +6.5% | -26.3% | -20.7% |
| 1Y | -34.3% | +38.8% | -73.1% | -36.8% |
| 3Y | -8.2% | +115.9% | -124.1% | -17.6% |
| 5Y | -25.4% | +28.6% | -54.1% | -30.5% |
| All | +116.6% | -2.2% | +118.8% | +97.7% |
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