+2.7%
KMB vs TYL
-22.8%
+25.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.3% |
| 7D | +3.4% | +3.5% | -0.1% | +3.0% |
| 30D | +14.7% | +26.9% | -12.2% | +11.7% |
| 3M | +3.3% | +33.8% | -30.6% | -0.1% |
| 6M | +16.8% | +28.8% | -12.0% | +13.2% |
| YTD | +15.2% | -7.9% | +23.1% | +15.2% |
| 1Y | +13.3% | -9.8% | +23.1% | +13.5% |
| 3Y | +5.4% | +1.2% | +4.3% | +4.2% |
| 5Y | +2.7% | -22.8% | +25.5% | -2.6% |
| All | +2.7% | -22.8% | +25.5% | -2.6% |
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