+76.4%
TYL vs REPL
+35.1%
+41.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +8.0% | -10.3% | -2.5% |
| 7D | +6.7% | +22.8% | -16.1% | +6.1% |
| 30D | +26.5% | +63.8% | -37.2% | +24.7% |
| 3M | +37.3% | +68.1% | -30.8% | +35.1% |
| 6M | +31.2% | +528.5% | -497.3% | +19.8% |
| YTD | -7.4% | +122.4% | -129.8% | -13.8% |
| 1Y | -9.6% | +154.4% | -163.9% | -16.5% |
| 3Y | +1.9% | +68.0% | -66.1% | -17.0% |
| 5Y | -21.1% | -35.4% | +14.3% | -31.2% |
| All | +76.4% | +35.1% | +41.2% | +30.8% |
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