+145.6%
W vs TYL
+116.1%
+29.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.0% | +6.5% | +6.3% |
| 7D | -4.2% | -3.7% | -0.5% | -1.0% |
| 30D | -7.6% | +18.7% | -26.3% | -22.2% |
| 3M | +37.2% | +18.1% | +19.0% | +14.0% |
| 6M | +26.3% | -1.1% | +27.4% | +21.8% |
| YTD | -1.0% | -19.8% | +18.8% | +13.3% |
| 1Y | +20.1% | -34.3% | +54.4% | +67.9% |
| 3Y | +37.8% | -8.2% | +46.0% | +26.6% |
| 5Y | -63.7% | -25.4% | -38.2% | -56.1% |
| All | +145.6% | +116.1% | +29.4% | +29.5% |
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