+2,245.6%
TYL vs TMF
-68.9%
+2,314.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.0% |
| 7D | -3.7% | -1.4% | -2.2% | -3.8% |
| 30D | +18.7% | -2.8% | +21.6% | +18.5% |
| 3M | +18.1% | -10.9% | +29.0% | +17.1% |
| 6M | -1.1% | -21.3% | +20.2% | -2.8% |
| YTD | -19.8% | -15.9% | -3.9% | -20.7% |
| 1Y | -34.3% | -15.7% | -18.6% | -35.0% |
| 3Y | -8.2% | -43.4% | +35.1% | -11.4% |
| 5Y | -25.4% | -87.8% | +62.3% | -39.4% |
| 10Y | +115.6% | -86.7% | +202.3% | +89.6% |
| All | +2,245.6% | -68.9% | +2,314.4% | +2,707.0% |
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