+343.8%
MTUM vs TYL
+100.8%
+243.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.3% |
| 7D | +1.2% | -11.5% | +12.8% | +5.0% |
| 30D | -1.7% | +3.9% | -5.6% | -3.3% |
| 3M | -0.5% | +10.8% | -11.3% | -5.4% |
| 6M | +22.3% | -5.3% | +27.6% | +21.7% |
| YTD | +21.4% | -26.1% | +47.4% | +31.1% |
| 1Y | +20.0% | -38.5% | +58.6% | +39.2% |
| 3Y | +113.0% | -14.5% | +127.4% | +109.5% |
| 5Y | +77.3% | -28.9% | +106.2% | +84.8% |
| All | +343.8% | +100.8% | +243.0% | +202.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling