+243.6%
W vs TYL
+174.6%
+69.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +5.1% |
| 7D | +3.3% | +3.5% | -0.2% | +0.1% |
| 30D | +10.5% | +26.9% | -16.4% | -12.2% |
| 3M | +9.6% | +33.8% | -24.2% | -18.7% |
| 6M | +76.4% | +28.8% | +47.5% | +31.5% |
| YTD | +16.4% | -7.9% | +24.3% | +15.3% |
| 1Y | +9.3% | -9.8% | +19.1% | +10.4% |
| 3Y | +172.8% | +1.2% | +171.6% | +129.2% |
| 5Y | -53.4% | -22.8% | -30.6% | -46.2% |
| 10Y | +243.6% | +168.8% | +74.8% | +44.7% |
| All | +243.6% | +174.6% | +69.1% | +44.7% |
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