+54.8%
MTUM vs TYL
-22.1%
+76.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +10.8% | -1.6% | +12.4% | +11.0% |
| 30D | -11.4% | +22.1% | -33.5% | -14.4% |
| 3M | -11.7% | +33.4% | -45.0% | -16.4% |
| 6M | -8.2% | +36.8% | -45.0% | -14.6% |
| YTD | +11.3% | -6.7% | +18.0% | +14.5% |
| 1Y | +11.0% | -9.2% | +20.2% | +15.1% |
| 3Y | +93.2% | +1.2% | +92.1% | +89.4% |
| 5Y | +54.8% | -23.0% | +77.8% | +73.7% |
| All | +54.8% | -22.1% | +76.9% | +73.7% |
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