+3,565.2%
MOD vs TYL
+12,593.6%
-9,028.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.0% | +8.3% | +4.9% |
| 7D | +9.6% | -3.7% | +13.3% | +10.2% |
| 30D | 0.0% | +18.7% | -18.7% | -2.8% |
| 3M | -35.4% | +18.1% | -53.5% | -37.7% |
| 6M | -7.3% | -1.1% | -6.2% | -8.7% |
| YTD | +45.8% | -19.8% | +65.6% | +47.1% |
| 1Y | +43.1% | -34.3% | +77.5% | +48.9% |
| 3Y | +297.7% | -8.2% | +305.9% | +291.4% |
| 5Y | +1,478.8% | -25.4% | +1,504.2% | +1,494.0% |
| 10Y | +1,633.4% | +115.6% | +1,517.8% | +1,365.8% |
| All | +3,565.2% | +12,593.6% | -9,028.4% | +1,696.5% |
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