+168.9%
TYL vs TMF
-84.4%
+253.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | +6.7% | +1.2% | +5.5% | +6.6% |
| 30D | +26.5% | +19.7% | +6.8% | +25.9% |
| 3M | +37.3% | -2.1% | +39.4% | +37.3% |
| 6M | +31.2% | -13.4% | +44.6% | +31.5% |
| YTD | -7.4% | -16.7% | +9.4% | -7.0% |
| 1Y | -9.6% | -23.3% | +13.8% | -9.1% |
| 3Y | +1.9% | -24.8% | +26.7% | +2.4% |
| 5Y | -21.1% | -88.0% | +66.9% | -25.2% |
| All | +168.9% | -84.4% | +253.3% | +176.8% |
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