+97.9%
TYL vs PSLV
+189.7%
-91.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.3% | +3.2% | -1.6% |
| 7D | -11.5% | -4.9% | -6.7% | -11.1% |
| 30D | +3.9% | -1.9% | +5.8% | +4.0% |
| 3M | +10.8% | +4.2% | +6.6% | +10.1% |
| 6M | -5.3% | -27.6% | +22.3% | -2.5% |
| YTD | -26.1% | -11.7% | -14.4% | -27.0% |
| 1Y | -38.5% | +49.3% | -87.9% | -44.2% |
| 3Y | -14.5% | +167.1% | -181.6% | -30.6% |
| 5Y | -28.9% | +151.7% | -180.6% | -42.4% |
| All | +97.9% | +189.7% | -91.8% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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