+1,673.7%
MOD vs TYL
+14,656.9%
-12,983.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +4.7% | -26.1% | -22.1% |
| 7D | -31.3% | +17.3% | -48.6% | -33.2% |
| 30D | -46.1% | +28.9% | -75.0% | -48.5% |
| 3M | -51.1% | +35.1% | -86.2% | -53.8% |
| 6M | -62.1% | +29.3% | -91.4% | -64.3% |
| YTD | -26.2% | -6.8% | -19.4% | -27.7% |
| 1Y | -32.6% | -9.9% | -22.7% | -33.6% |
| 3Y | +133.8% | +1.7% | +132.2% | +125.0% |
| 5Y | +792.8% | -21.6% | +814.3% | +788.9% |
| 10Y | +959.8% | +173.5% | +786.3% | +758.3% |
| All | +1,673.7% | +14,656.9% | -12,983.2% | +743.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling