-24.8%
TYL vs TRU
-33.8%
+9.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.9% | +1.9% | -1.3% |
| 7D | -3.7% | -6.8% | +3.1% | -0.6% |
| 30D | +18.7% | 0.0% | +18.7% | +18.7% |
| 3M | +18.1% | +13.3% | +4.8% | +12.0% |
| 6M | -1.1% | +3.4% | -4.6% | -3.1% |
| YTD | -19.8% | -6.4% | -13.4% | -18.2% |
| 1Y | -34.3% | -9.7% | -24.6% | -32.4% |
| 3Y | -8.2% | +0.1% | -8.4% | -14.5% |
| All | -24.8% | -33.8% | +9.0% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling