+5.2%
TYL vs TLN
+683.0%
-677.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.2% | -7.8% | -0.3% |
| 7D | +3.5% | +9.1% | -5.5% | +3.9% |
| 30D | +26.9% | -4.1% | +31.0% | +27.0% |
| 3M | +33.8% | +4.4% | +29.4% | +34.5% |
| 6M | +28.8% | -6.0% | +34.9% | +29.4% |
| YTD | -7.9% | -3.1% | -4.8% | -7.6% |
| 1Y | -9.8% | -6.1% | -3.7% | -9.5% |
| 3Y | +1.2% | +575.3% | -574.2% | -12.9% |
| All | +5.2% | +683.0% | -677.9% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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