+14.6%
MMM vs TYL
-8.8%
+23.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.4% | +1.9% |
| 7D | +5.8% | +3.5% | +2.2% | +5.7% |
| 30D | +17.9% | +26.9% | -9.0% | +18.0% |
| 3M | +3.6% | +33.8% | -30.3% | +3.8% |
| 6M | +32.9% | +28.8% | +4.1% | +32.8% |
| YTD | +19.5% | -7.9% | +27.4% | +23.6% |
| All | +14.6% | -8.8% | +23.4% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling