-24.7%
U vs TYL
+25.8%
-50.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.3% | +7.8% | +7.7% |
| 7D | +36.6% | +6.7% | +29.9% | +28.4% |
| 30D | +13.3% | +26.5% | -13.2% | -11.3% |
| 3M | +26.2% | +37.3% | -11.1% | -10.7% |
| 6M | +88.7% | +31.2% | +57.6% | +34.7% |
| YTD | +16.6% | -7.4% | +23.9% | +20.5% |
| 1Y | +29.0% | -9.6% | +38.5% | +35.6% |
| 3Y | +99.5% | +1.9% | +97.6% | +60.2% |
| 5Y | -66.1% | -21.1% | -45.0% | -62.3% |
| All | -24.7% | +25.8% | -50.5% | -55.3% |
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