+3,144.9%
MMM vs TYL
+14,906.9%
-11,762.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.3% |
| 7D | +5.9% | +15.1% | -9.2% | +4.6% |
| 30D | +14.7% | +30.1% | -15.3% | +12.2% |
| 3M | +3.6% | +40.4% | -36.8% | +0.5% |
| 6M | +32.7% | +31.3% | +1.4% | +29.2% |
| YTD | +18.9% | -5.2% | +24.1% | +18.6% |
| 1Y | +16.4% | -6.6% | +23.0% | +16.2% |
| 3Y | +159.8% | +3.4% | +156.4% | +156.8% |
| 5Y | +47.2% | -19.3% | +66.4% | +47.4% |
| 10Y | +86.5% | +178.1% | -91.7% | +69.0% |
| All | +3,144.9% | +14,906.9% | -11,762.1% | +1,986.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling