+103.0%
TYL vs TW
+291.9%
-189.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.4% |
| 7D | +4.3% | +3.1% | +1.2% | +3.2% |
| 30D | +28.0% | +16.7% | +11.3% | +21.2% |
| 3M | +32.3% | +25.2% | +7.2% | +22.2% |
| 6M | +29.9% | +19.5% | +10.5% | +21.5% |
| YTD | -7.1% | +21.0% | -28.1% | -13.8% |
| 1Y | -9.2% | +19.0% | -28.2% | -15.3% |
| 3Y | +0.7% | +40.7% | -40.0% | -13.3% |
| 5Y | -21.1% | +40.1% | -61.2% | -33.8% |
| All | +103.0% | +291.9% | -189.0% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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