+104.9%
TYL vs TRU
+138.6%
-33.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.8% | -1.7% | -3.3% |
| 7D | -7.6% | -7.2% | -0.4% | -4.6% |
| 30D | +11.3% | -2.8% | +14.1% | +12.7% |
| 3M | +14.5% | +13.0% | +1.5% | +9.0% |
| 6M | -7.1% | +0.7% | -7.8% | -7.7% |
| YTD | -23.4% | -9.0% | -14.4% | -20.8% |
| 1Y | -38.6% | -16.3% | -22.2% | -34.7% |
| 3Y | -11.3% | -1.1% | -10.2% | -17.4% |
| 5Y | -28.0% | -36.0% | +8.0% | -21.1% |
| 10Y | +104.9% | +139.9% | -35.0% | +45.4% |
| All | +104.9% | +138.6% | -33.8% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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