+79.6%
MMM vs TYL
+169.5%
-89.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | +7.0% | +4.3% | +2.6% | +6.0% |
| 30D | +18.4% | +28.0% | -9.6% | +12.1% |
| 3M | +4.5% | +32.3% | -27.9% | -2.2% |
| 6M | +33.4% | +29.9% | +3.5% | +24.6% |
| YTD | +20.0% | -7.1% | +27.1% | +20.7% |
| 1Y | +15.0% | -9.2% | +24.2% | +16.4% |
| 3Y | +165.0% | +0.7% | +164.3% | +160.3% |
| 5Y | +47.9% | -21.1% | +69.0% | +49.7% |
| 10Y | +79.6% | +180.8% | -101.2% | +32.9% |
| All | +79.6% | +169.5% | -89.9% | +32.9% |
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 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