+54.4%
MMM vs TYL
+116.1%
-61.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.2% | +1.0% |
| 7D | -3.3% | -3.7% | +0.4% | -2.5% |
| 30D | -7.0% | +18.7% | -25.8% | -10.7% |
| 3M | +10.8% | +18.1% | -7.3% | +6.1% |
| 6M | +5.8% | -1.1% | +6.9% | +5.1% |
| YTD | +6.8% | -19.8% | +26.6% | +11.2% |
| 1Y | +10.4% | -34.3% | +44.7% | +21.0% |
| 3Y | +104.7% | -8.2% | +112.9% | +105.0% |
| 5Y | +23.6% | -25.4% | +49.0% | +26.5% |
| All | +54.4% | +116.1% | -61.7% | +22.2% |
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