-19.3%
TYL vs TMF
-87.8%
+68.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | +15.1% | +2.7% | +12.4% | +14.8% |
| 30D | +30.1% | +19.3% | +10.7% | +28.0% |
| 3M | +40.4% | -3.7% | +44.0% | +40.7% |
| 6M | +31.3% | -11.3% | +42.6% | +32.4% |
| YTD | -5.2% | -16.6% | +11.4% | -4.0% |
| 1Y | -6.6% | -21.1% | +14.5% | -5.0% |
| 3Y | +3.4% | -26.8% | +30.2% | +4.5% |
| 5Y | -19.3% | -88.0% | +68.8% | -20.6% |
| All | -19.3% | -87.8% | +68.6% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling