-35.2%
MOD vs TYL
-9.6%
-25.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.3% | +8.0% | +4.1% |
| 7D | -25.5% | +6.7% | -32.2% | -21.5% |
| 30D | -49.0% | +26.5% | -75.5% | -39.7% |
| 3M | -49.8% | +37.3% | -87.1% | -37.1% |
| 6M | -64.8% | +31.2% | -95.9% | -55.4% |
| YTD | -27.6% | -7.4% | -20.3% | -28.6% |
| 1Y | -35.2% | -9.6% | -25.6% | -35.7% |
| All | -35.2% | -9.6% | -25.6% | -35.7% |
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 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