-26.3%
U vs TYL
+26.2%
-52.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -3.0% | -2.9% |
| 7D | +24.4% | +4.3% | +20.0% | +19.4% |
| 30D | +7.4% | +28.0% | -20.6% | -16.9% |
| 3M | +16.8% | +32.3% | -15.5% | -14.3% |
| 6M | +78.8% | +29.9% | +48.9% | +29.3% |
| YTD | +14.0% | -7.1% | +21.1% | +17.5% |
| 1Y | +16.7% | -9.2% | +25.9% | +22.2% |
| 3Y | +86.4% | +0.7% | +85.7% | +52.2% |
| 5Y | -71.5% | -21.1% | -50.4% | -68.3% |
| All | -26.3% | +26.2% | -52.5% | -56.4% |
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