+158.4%
MMM vs TYL
+1.3%
+157.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -0.4% | +0.8% | -1.2% | -0.5% |
| 30D | +12.1% | +21.1% | -9.0% | +9.0% |
| 3M | +1.4% | +28.9% | -27.5% | -2.5% |
| 6M | +26.6% | +42.0% | -15.4% | +19.2% |
| YTD | +16.8% | -6.6% | +23.4% | +21.9% |
| 1Y | +10.1% | -9.1% | +19.2% | +15.8% |
| 3Y | +158.4% | +1.8% | +156.6% | +194.7% |
| All | +158.4% | +1.3% | +157.1% | +194.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling