+104.0%
TYL vs QSR
+126.5%
-22.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.0% |
| 7D | -8.6% | -2.4% | -6.2% | -7.9% |
| 30D | +7.5% | +5.7% | +1.9% | +5.7% |
| 3M | +10.9% | +6.9% | +4.0% | +8.7% |
| 6M | -6.7% | +6.9% | -13.6% | -8.7% |
| YTD | -24.5% | +14.9% | -39.4% | -27.6% |
| 1Y | -38.6% | +29.1% | -67.7% | -43.1% |
| 3Y | -12.6% | +26.1% | -38.7% | -19.5% |
| 5Y | -28.2% | +42.3% | -70.5% | -36.7% |
| 10Y | +104.0% | +134.0% | -30.0% | +56.8% |
| All | +104.0% | +126.5% | -22.5% | +56.8% |
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