+181.6%
TYL vs TRU
+238.0%
-56.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.9% | +1.9% | -1.6% |
| 7D | -3.7% | -6.8% | +3.1% | -0.9% |
| 30D | +18.7% | 0.0% | +18.7% | +18.7% |
| 3M | +18.1% | +13.3% | +4.8% | +12.4% |
| 6M | -1.1% | +3.4% | -4.6% | -2.9% |
| 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% | -14.7% |
| 5Y | -25.4% | -34.0% | +8.6% | -19.7% |
| 10Y | +115.6% | +147.9% | -32.3% | +44.4% |
| All | +181.6% | +238.0% | -56.4% | +73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling