+210.1%
W vs TYL
+183.6%
+26.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +0.2% | +0.8% | -0.7% | -0.6% |
| 30D | +6.8% | +21.1% | -14.3% | -11.4% |
| 3M | +10.7% | +28.9% | -18.2% | -14.8% |
| 6M | +86.3% | +42.0% | +44.3% | +26.0% |
| YTD | +11.5% | -6.6% | +18.0% | +9.0% |
| 1Y | +5.1% | -9.1% | +14.2% | +5.5% |
| 3Y | +171.0% | +1.8% | +169.1% | +126.3% |
| 5Y | -56.6% | -22.9% | -33.7% | -49.9% |
| All | +210.1% | +183.6% | +26.5% | +30.0% |
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