+638.0%
XYZ vs TYL
+174.6%
+463.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +4.1% |
| 7D | +14.9% | +3.5% | +11.4% | +11.6% |
| 30D | +14.7% | +26.9% | -12.2% | -8.2% |
| 3M | +12.1% | +33.8% | -21.7% | -15.9% |
| 6M | +18.3% | +28.8% | -10.5% | -10.9% |
| YTD | +36.1% | -7.9% | +43.9% | +37.7% |
| 1Y | +35.3% | -9.8% | +45.1% | +39.4% |
| 3Y | +73.5% | +1.2% | +72.3% | +44.7% |
| 5Y | -61.6% | -22.8% | -38.8% | -55.5% |
| 10Y | +638.0% | +168.8% | +469.2% | +191.5% |
| All | +638.0% | +174.6% | +463.4% | +191.5% |
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