+168.8%
TYL vs TD
+311.5%
-142.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.1% |
| 7D | +3.5% | -0.6% | +4.2% | +3.7% |
| 30D | +26.9% | +7.9% | +19.0% | +23.7% |
| 3M | +33.8% | +3.1% | +30.7% | +32.1% |
| 6M | +28.8% | +17.2% | +11.6% | +21.1% |
| YTD | -7.9% | +34.7% | -42.6% | -17.9% |
| 1Y | -9.8% | +56.9% | -66.7% | -24.1% |
| 3Y | +1.2% | +134.7% | -133.6% | -27.5% |
| 5Y | -22.8% | +104.8% | -127.6% | -42.0% |
| 10Y | +168.8% | +305.8% | -137.0% | +79.7% |
| All | +168.8% | +311.5% | -142.7% | +79.7% |
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