+599.5%
XYZ vs TYL
+168.7%
+430.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +3.8% |
| 7D | +12.1% | +6.7% | +5.5% | +6.0% |
| 30D | +12.4% | +26.5% | -14.2% | -9.8% |
| 3M | +8.2% | +37.3% | -29.1% | -20.7% |
| 6M | +20.7% | +31.2% | -10.5% | -10.9% |
| YTD | +31.3% | -7.4% | +38.7% | +32.3% |
| 1Y | +20.5% | -9.6% | +30.1% | +24.0% |
| 3Y | +72.6% | +1.9% | +70.7% | +43.2% |
| 5Y | -64.0% | -21.1% | -42.9% | -59.2% |
| All | +599.5% | +168.7% | +430.8% | +172.5% |
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