-62.1%
MOD vs TYL
+26.0%
-88.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +4.7% | -26.1% | -17.6% |
| 7D | -31.3% | +17.3% | -48.6% | -21.5% |
| 30D | -46.1% | +28.9% | -75.0% | -34.0% |
| 3M | -51.1% | +35.1% | -86.2% | -37.1% |
| 6M | -62.1% | +29.3% | -91.4% | -49.8% |
| All | -62.1% | +26.0% | -88.0% | -49.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling