-6.8%
TYL vs S
-49.1%
+42.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +4.3% | +1.4% | +2.9% | +3.7% |
| 30D | +28.0% | -10.8% | +38.8% | +30.4% |
| 3M | +32.3% | +5.4% | +26.9% | +28.7% |
| 6M | +29.9% | +41.2% | -11.3% | +17.2% |
| YTD | -7.1% | +56.2% | -63.3% | -18.5% |
| 1Y | -9.2% | +36.3% | -45.5% | -18.2% |
| 3Y | +0.7% | +49.4% | -48.7% | -16.6% |
| 5Y | -21.1% | -66.9% | +45.8% | -19.6% |
| All | -6.8% | -49.1% | +42.3% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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