+168.8%
TYL vs TAP
-49.5%
+218.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | +3.5% | -7.8% | +11.3% | +5.0% |
| 30D | +26.9% | +7.1% | +19.8% | +25.4% |
| 3M | +33.8% | -7.0% | +40.9% | +35.5% |
| 6M | +28.8% | -3.8% | +32.6% | +29.6% |
| YTD | -7.9% | -11.7% | +3.8% | -6.6% |
| 1Y | -9.8% | -10.1% | +0.3% | -8.9% |
| 3Y | +1.2% | -23.7% | +24.9% | +4.2% |
| 5Y | -22.8% | +2.9% | -25.7% | -24.6% |
| 10Y | +168.8% | -49.5% | +218.3% | +190.7% |
| All | +168.8% | -49.5% | +218.3% | +190.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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