+30.4%
MRNA vs TYL
-10.9%
+41.2%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.5% | +0.9% | -1.5% |
| 7D | -9.0% | -7.6% | -1.4% | -5.7% |
| 30D | +137.2% | +11.3% | +125.8% | +130.6% |
| 3M | +194.8% | +14.5% | +180.3% | +183.7% |
| 6M | +167.2% | -7.1% | +174.3% | +169.6% |
| YTD | +375.9% | -23.4% | +399.2% | +403.0% |
| 1Y | +465.2% | -38.6% | +503.7% | +538.7% |
| 3Y | +30.4% | -11.3% | +41.7% | +48.5% |
| All | +30.4% | -10.9% | +41.2% | +48.5% |
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 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