+187.8%
TYL vs Z
-16.5%
+204.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.6% |
| 7D | +0.8% | +0.8% | 0.0% | +0.6% |
| 30D | +21.1% | +5.2% | +15.9% | +19.4% |
| 3M | +28.9% | -17.0% | +46.0% | +33.2% |
| 6M | +42.0% | -22.7% | +64.7% | +48.5% |
| YTD | -6.6% | -56.3% | +49.7% | +9.0% |
| 1Y | -9.1% | -57.7% | +48.6% | +6.5% |
| 3Y | +1.8% | -16.5% | +18.4% | +0.8% |
| 5Y | -22.9% | -53.4% | +30.5% | -18.5% |
| All | +187.8% | -16.5% | +204.3% | +153.0% |
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