+168.9%
TYL vs TD
+302.2%
-133.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.1% |
| 7D | +6.7% | -1.7% | +8.3% | +7.2% |
| 30D | +26.5% | +8.2% | +18.3% | +23.2% |
| 3M | +37.3% | +1.7% | +35.6% | +36.2% |
| 6M | +31.2% | +14.2% | +16.9% | +24.3% |
| YTD | -7.4% | +32.8% | -40.1% | -17.1% |
| 1Y | -9.6% | +55.5% | -65.0% | -23.7% |
| 3Y | +1.9% | +129.6% | -127.7% | -26.4% |
| 5Y | -21.1% | +102.2% | -123.3% | -40.5% |
| All | +168.9% | +302.2% | -133.3% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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