-32.6%
MOD vs TYL
-10.1%
-22.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +4.7% | -26.1% | -18.2% |
| 7D | -31.3% | +17.3% | -48.6% | -23.0% |
| 30D | -46.1% | +28.9% | -75.0% | -35.7% |
| 3M | -51.1% | +35.1% | -86.2% | -39.4% |
| 6M | -62.1% | +29.3% | -91.4% | -52.2% |
| YTD | -26.2% | -6.8% | -19.4% | -27.4% |
| 1Y | -32.6% | -9.9% | -22.7% | -33.8% |
| All | -32.6% | -10.1% | -22.5% | -33.8% |
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