+906.4%
MOD vs TYL
+168.7%
+737.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.3% | +8.0% | +6.1% |
| 7D | -25.5% | +6.7% | -32.2% | -26.5% |
| 30D | -49.0% | +26.5% | -75.5% | -51.4% |
| 3M | -49.8% | +37.3% | -87.1% | -53.2% |
| 6M | -64.8% | +31.2% | -95.9% | -67.3% |
| YTD | -27.6% | -7.4% | -20.3% | -27.2% |
| 1Y | -35.2% | -9.6% | -25.6% | -34.3% |
| 3Y | +137.1% | +1.9% | +135.2% | +128.0% |
| 5Y | +760.3% | -21.1% | +781.4% | +765.7% |
| All | +906.4% | +168.7% | +737.7% | +674.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling