+160.8%
MMM vs TYL
+5.0%
+155.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.4% |
| 7D | +5.9% | +15.1% | -9.2% | +3.7% |
| 30D | +14.7% | +30.1% | -15.3% | +10.4% |
| 3M | +3.6% | +40.4% | -36.8% | -1.7% |
| 6M | +32.7% | +31.3% | +1.4% | +26.8% |
| YTD | +18.9% | -5.2% | +24.1% | +23.8% |
| 1Y | +16.4% | -6.6% | +23.0% | +21.6% |
| All | +160.8% | +5.0% | +155.8% | +196.5% |
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