+2,626.8%
TYL vs TMF
-69.3%
+2,696.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.5% | +2.2% | +4.9% |
| 7D | +17.3% | +4.0% | +13.3% | +17.6% |
| 30D | +28.9% | +19.5% | +9.4% | +30.5% |
| 3M | +35.1% | -3.5% | +38.6% | +34.7% |
| 6M | +29.3% | -10.6% | +39.9% | +28.3% |
| YTD | -6.8% | -17.1% | +10.3% | -8.0% |
| 1Y | -9.9% | -24.3% | +14.4% | -11.7% |
| 3Y | +1.7% | -27.2% | +28.9% | +0.5% |
| 5Y | -21.6% | -87.6% | +66.0% | -36.2% |
| 10Y | +173.5% | -84.8% | +258.3% | +146.9% |
| All | +2,626.8% | -69.3% | +2,696.1% | +3,158.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling