+1.5%
KMB vs TYL
-20.5%
+22.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.3% |
| 7D | +0.4% | +15.1% | -14.7% | -1.2% |
| 30D | +14.1% | +30.1% | -15.9% | +10.8% |
| 3M | -0.5% | +40.4% | -40.9% | -4.3% |
| 6M | +16.6% | +31.3% | -14.7% | +12.7% |
| YTD | +13.7% | -5.2% | +18.9% | +13.3% |
| 1Y | +16.1% | -6.6% | +22.7% | +15.8% |
| 3Y | +4.7% | +3.4% | +1.3% | +3.1% |
| 5Y | +1.5% | -19.3% | +20.8% | -3.9% |
| All | +1.5% | -20.5% | +22.1% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling