+16.9%
KMB vs TYL
+116.1%
-99.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -1.0% |
| 7D | -3.0% | -3.7% | +0.6% | -2.5% |
| 30D | -5.5% | +18.7% | -24.2% | -7.9% |
| 3M | +14.0% | +18.1% | -4.2% | +11.0% |
| 6M | +4.1% | -1.1% | +5.2% | +3.7% |
| YTD | +8.0% | -19.8% | +27.9% | +10.6% |
| 1Y | -13.7% | -34.3% | +20.6% | -8.9% |
| 3Y | -5.9% | -8.2% | +2.3% | -6.7% |
| 5Y | -8.6% | -25.4% | +16.8% | -7.9% |
| All | +16.9% | +116.1% | -99.3% | -2.3% |
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