+80.3%
MMM vs TYL
+168.7%
-88.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.9% |
| 7D | +6.2% | +6.7% | -0.5% | +4.8% |
| 30D | +14.2% | +26.5% | -12.3% | +8.4% |
| 3M | +2.9% | +37.3% | -34.4% | -4.4% |
| 6M | +27.6% | +31.2% | -3.6% | +18.9% |
| YTD | +17.3% | -7.4% | +24.6% | +18.1% |
| 1Y | +15.1% | -9.6% | +24.6% | +16.5% |
| 3Y | +157.1% | +1.9% | +155.2% | +151.9% |
| 5Y | +45.1% | -21.1% | +66.2% | +46.8% |
| All | +80.3% | +168.7% | -88.3% | +34.7% |
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