+168.8%
TYL vs TRU
+172.9%
-4.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -2.9% | -1.6% |
| 7D | +3.5% | +4.9% | -1.4% | +1.4% |
| 30D | +26.9% | +26.9% | 0.0% | +14.5% |
| 3M | +33.8% | +4.0% | +29.8% | +31.2% |
| 6M | +28.8% | +15.8% | +13.0% | +20.8% |
| YTD | -7.9% | -2.6% | -5.3% | -7.8% |
| 1Y | -9.8% | +3.9% | -13.6% | -12.0% |
| 3Y | +1.2% | +59.2% | -58.0% | -22.2% |
| 5Y | -22.8% | -25.7% | +2.8% | -20.6% |
| 10Y | +168.8% | +179.3% | -10.5% | +81.6% |
| All | +168.8% | +172.9% | -4.1% | +81.6% |
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