+713.8%
MOD vs TYL
-20.5%
+734.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.7% | -9.0% | -7.4% |
| 7D | -34.2% | +15.1% | -49.2% | -35.2% |
| 30D | -51.9% | +30.1% | -81.9% | -53.6% |
| 3M | -53.0% | +40.4% | -93.4% | -55.4% |
| 6M | -66.4% | +31.3% | -97.6% | -68.0% |
| YTD | -31.5% | -5.2% | -26.4% | -28.9% |
| 1Y | -39.6% | -6.6% | -33.0% | -37.0% |
| 3Y | +116.8% | +3.4% | +113.4% | +111.6% |
| 5Y | +713.8% | -19.3% | +733.1% | +710.4% |
| All | +713.8% | -20.5% | +734.3% | +710.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling