+257.3%
TYL vs USFR
+27.5%
+229.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -3.7% | +0.1% | -3.7% | -3.7% |
| 30D | +18.7% | +0.3% | +18.4% | +18.5% |
| 3M | +18.1% | +1.0% | +17.1% | +17.5% |
| 6M | -1.1% | +1.9% | -3.1% | -2.1% |
| YTD | -19.8% | +2.6% | -22.4% | -20.9% |
| 1Y | -34.3% | +4.0% | -38.3% | -35.7% |
| 3Y | -8.2% | +14.1% | -22.3% | -14.7% |
| 5Y | -25.4% | +20.4% | -45.8% | -32.7% |
| 10Y | +115.6% | +28.0% | +87.6% | +87.4% |
| All | +257.3% | +27.5% | +229.7% | +209.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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