+78.5%
TYL vs REPL
+36.1%
+42.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.4% | +7.4% | +1.1% |
| 7D | +0.5% | +5.3% | -4.7% | +0.4% |
| 30D | +25.2% | +66.6% | -41.5% | +23.3% |
| 3M | +31.8% | +59.6% | -27.8% | +29.9% |
| 6M | +36.3% | +482.4% | -446.1% | +25.0% |
| YTD | -6.3% | +124.1% | -130.3% | -12.8% |
| 1Y | -9.5% | +138.6% | -148.0% | -16.1% |
| 3Y | +1.6% | +96.0% | -94.4% | -18.5% |
| 5Y | -21.8% | -35.4% | +13.6% | -31.7% |
| All | +78.5% | +36.1% | +42.3% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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