+187.5%
TYL vs QSR
+137.8%
+49.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | 0.0% |
| 7D | -1.6% | -3.9% | +2.3% | -0.3% |
| 30D | +22.1% | +5.9% | +16.2% | +19.9% |
| 3M | +33.4% | +1.7% | +31.7% | +32.6% |
| 6M | +36.8% | -1.9% | +38.6% | +37.5% |
| YTD | -6.7% | +13.6% | -20.3% | -10.2% |
| 1Y | -9.2% | +13.1% | -22.4% | -12.5% |
| 3Y | +1.2% | +21.8% | -20.6% | -5.9% |
| 5Y | -23.0% | +57.2% | -80.2% | -33.5% |
| All | +187.5% | +137.8% | +49.6% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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