-7.6%
TYL vs S
-48.9%
+41.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.0% | -8.6% | -2.4% |
| 7D | +3.5% | +1.6% | +2.0% | +2.9% |
| 30D | +26.9% | -10.5% | +37.4% | +29.2% |
| 3M | +33.8% | +9.9% | +23.9% | +28.9% |
| 6M | +28.8% | +41.8% | -12.9% | +16.1% |
| YTD | -7.9% | +56.8% | -64.7% | -19.3% |
| 1Y | -9.8% | +39.0% | -48.8% | -19.1% |
| 3Y | +1.2% | +53.8% | -52.6% | -16.8% |
| 5Y | -22.8% | -68.6% | +45.8% | -21.1% |
| All | -7.6% | -48.9% | +41.3% | -9.4% |
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