+168.9%
TYL vs Z
-14.9%
+183.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.2% | -1.8% |
| 7D | +6.7% | -4.6% | +11.2% | +7.5% |
| 30D | +26.5% | +8.3% | +18.2% | +24.0% |
| 3M | +37.3% | -11.6% | +48.9% | +40.2% |
| 6M | +31.2% | -33.6% | +64.8% | +41.6% |
| YTD | -7.4% | -56.7% | +49.3% | +8.4% |
| 1Y | -9.6% | -59.1% | +49.6% | +6.8% |
| 3Y | +1.9% | -20.4% | +22.3% | +1.8% |
| 5Y | -21.1% | -55.3% | +34.2% | -15.9% |
| All | +168.9% | -14.9% | +183.8% | +133.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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