+187.8%
TYL vs TMF
-82.1%
+269.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.2% |
| 7D | +0.8% | -9.3% | +10.1% | +1.1% |
| 30D | +21.1% | +1.9% | +19.2% | +21.1% |
| 3M | +28.9% | -11.2% | +40.1% | +29.3% |
| 6M | +42.0% | -17.7% | +59.7% | +42.7% |
| YTD | -6.6% | -24.5% | +17.9% | -6.0% |
| 1Y | -9.1% | -29.4% | +20.4% | -8.4% |
| 3Y | +1.8% | -33.4% | +35.3% | +2.6% |
| 5Y | -22.9% | -88.7% | +65.8% | -26.8% |
| All | +187.8% | -82.1% | +269.9% | +196.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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