+312.8%
TYL vs USFR
+28.5%
+284.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +6.7% | +0.1% | +6.6% | +6.6% |
| 30D | +26.5% | +0.4% | +26.1% | +26.3% |
| 3M | +37.3% | +1.1% | +36.2% | +36.5% |
| 6M | +31.2% | +2.1% | +29.1% | +29.8% |
| YTD | -7.4% | +3.4% | -10.8% | -9.0% |
| 1Y | -9.6% | +4.1% | -13.7% | -11.5% |
| 3Y | +1.9% | +14.4% | -12.5% | -5.4% |
| 5Y | -21.1% | +21.3% | -42.5% | -29.1% |
| 10Y | +171.8% | +28.5% | +143.3% | +135.9% |
| All | +312.8% | +28.5% | +284.2% | +256.3% |
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