+20.0%
MTUM vs TYL
-39.8%
+59.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -2.4% |
| 7D | +1.2% | -11.5% | +12.8% | -1.1% |
| 30D | -1.7% | +3.9% | -5.6% | -0.8% |
| 3M | -0.5% | +10.8% | -11.3% | +2.2% |
| 6M | +22.3% | -5.3% | +27.6% | +25.5% |
| YTD | +21.4% | -26.1% | +47.4% | +24.2% |
| 1Y | +20.0% | -38.5% | +58.6% | +23.8% |
| All | +20.0% | -39.8% | +59.8% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling