+2,926.4%
V vs TYL
+2,458.2%
+468.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | +0.6% |
| 7D | -1.7% | -3.7% | +2.0% | -0.3% |
| 30D | +2.0% | +18.7% | -16.8% | -4.8% |
| 3M | +17.4% | +18.1% | -0.8% | +9.3% |
| 6M | +17.5% | -1.1% | +18.6% | +16.6% |
| YTD | +7.6% | -19.8% | +27.4% | +14.2% |
| 1Y | +7.7% | -34.3% | +42.0% | +23.3% |
| 3Y | +54.7% | -8.2% | +62.9% | +51.4% |
| 5Y | +73.0% | -25.4% | +98.5% | +78.3% |
| 10Y | +390.9% | +115.6% | +275.3% | +217.0% |
| All | +2,926.4% | +2,458.2% | +468.2% | +487.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling