+124.3%
MOD vs TYL
+5.0%
+119.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.7% | -9.0% | -6.9% |
| 7D | -34.2% | +15.1% | -49.2% | -32.0% |
| 30D | -51.9% | +30.1% | -81.9% | -49.3% |
| 3M | -53.0% | +40.4% | -93.4% | -50.0% |
| 6M | -66.4% | +31.3% | -97.6% | -63.9% |
| YTD | -31.5% | -5.2% | -26.4% | -22.1% |
| 1Y | -39.6% | -6.6% | -33.0% | -31.0% |
| All | +124.3% | +5.0% | +119.4% | +141.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling