+168.9%
TYL vs TSN
+14.3%
+154.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | +6.7% | +4.6% | +2.0% | +5.8% |
| 30D | +26.5% | +15.4% | +11.1% | +23.3% |
| 3M | +37.3% | +2.9% | +34.4% | +36.4% |
| 6M | +31.2% | -10.8% | +41.9% | +33.6% |
| YTD | -7.4% | +4.5% | -11.8% | -8.5% |
| 1Y | -9.6% | +19.5% | -29.1% | -13.0% |
| 3Y | +1.9% | +42.2% | -40.3% | -5.7% |
| 5Y | -21.1% | -14.2% | -6.9% | -20.3% |
| All | +168.9% | +14.3% | +154.6% | +153.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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