+168.8%
TYL vs RUN
+133.0%
+35.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.3% |
| 7D | +3.5% | +18.1% | -14.5% | +1.7% |
| 30D | +26.9% | +27.5% | -0.6% | +23.5% |
| 3M | +33.8% | -4.5% | +38.3% | +33.8% |
| 6M | +28.8% | -33.3% | +62.2% | +32.7% |
| YTD | -7.9% | -47.1% | +39.2% | -4.4% |
| 1Y | -9.8% | -43.1% | +33.4% | -7.4% |
| 3Y | +1.2% | -3.0% | +4.2% | -17.5% |
| 5Y | -22.8% | -82.6% | +59.8% | -24.8% |
| 10Y | +168.8% | +103.3% | +65.5% | +87.9% |
| All | +168.8% | +133.0% | +35.8% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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