-23.1%
TYL vs TD
+101.4%
-124.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.8% | +1.1% | -0.3% | +0.4% |
| 30D | +21.1% | +5.2% | +15.9% | +18.7% |
| 3M | +28.9% | +1.2% | +27.7% | +27.9% |
| 6M | +42.0% | +17.7% | +24.3% | +31.4% |
| YTD | -6.6% | +34.2% | -40.8% | -18.9% |
| 1Y | -9.1% | +55.4% | -64.5% | -26.5% |
| 3Y | +1.8% | +130.4% | -128.6% | -33.7% |
| All | -23.1% | +101.4% | -124.4% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling