-22.7%
U vs TYL
+26.9%
-49.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.1% |
| 7D | +2.6% | +0.8% | +1.7% | +1.7% |
| 30D | +27.6% | +21.1% | +6.4% | +4.5% |
| 3M | +15.3% | +28.9% | -13.6% | -13.0% |
| 6M | +96.4% | +42.0% | +54.4% | +29.3% |
| YTD | +19.6% | -6.6% | +26.1% | +22.6% |
| 1Y | +42.1% | -9.1% | +51.2% | +48.8% |
| 3Y | +87.5% | +1.8% | +85.7% | +51.2% |
| 5Y | -73.1% | -22.9% | -50.2% | -69.5% |
| All | -22.7% | +26.9% | -49.6% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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