-70.3%
MRNA vs TYL
-29.1%
-41.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -2.5% |
| 7D | -10.1% | -8.6% | -1.5% | -5.3% |
| 30D | +126.7% | +7.5% | +119.2% | +120.2% |
| 3M | +184.1% | +10.9% | +173.2% | +169.9% |
| 6M | +143.3% | -6.7% | +150.0% | +148.4% |
| YTD | +359.9% | -24.5% | +384.4% | +417.7% |
| 1Y | +454.2% | -38.6% | +492.8% | +599.7% |
| 3Y | +26.0% | -12.6% | +38.6% | +22.7% |
| 5Y | -70.3% | -28.2% | -42.0% | -67.3% |
| All | -70.3% | -29.1% | -41.1% | -67.3% |
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