+852.0%
MOD vs TYL
+174.9%
+677.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.7% | -9.0% | -7.5% |
| 7D | -34.2% | +15.1% | -49.2% | -35.9% |
| 30D | -51.9% | +30.1% | -81.9% | -54.3% |
| 3M | -53.0% | +40.4% | -93.4% | -56.3% |
| 6M | -66.4% | +31.3% | -97.6% | -68.7% |
| YTD | -31.5% | -5.2% | -26.4% | -31.4% |
| 1Y | -39.6% | -6.6% | -33.0% | -39.2% |
| 3Y | +116.8% | +3.4% | +113.4% | +108.4% |
| 5Y | +713.8% | -19.3% | +733.1% | +716.2% |
| All | +852.0% | +174.9% | +677.0% | +630.6% |
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