+79.7%
MTUM vs TYL
-29.1%
+108.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | +4.1% | -8.6% | +12.7% | +5.8% |
| 30D | +0.6% | +7.5% | -6.9% | -1.0% |
| 3M | -0.6% | +10.9% | -11.6% | -3.7% |
| 6M | +25.3% | -6.7% | +32.1% | +26.5% |
| YTD | +23.8% | -24.5% | +48.3% | +32.4% |
| 1Y | +25.4% | -38.6% | +64.0% | +43.4% |
| 3Y | +117.3% | -12.6% | +129.9% | +115.6% |
| 5Y | +79.7% | -28.2% | +107.9% | +93.0% |
| All | +79.7% | -29.1% | +108.8% | +93.0% |
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