+599.3%
MTUM vs TYL
+532.7%
+66.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.0% | +5.8% | +3.0% |
| 7D | +1.7% | -3.7% | +5.4% | +2.8% |
| 30D | -1.7% | +18.7% | -20.4% | -6.9% |
| 3M | -6.3% | +18.1% | -24.5% | -12.4% |
| 6M | +21.8% | -1.1% | +23.0% | +19.8% |
| YTD | +22.0% | -19.8% | +41.8% | +27.6% |
| 1Y | +25.3% | -34.3% | +59.7% | +40.4% |
| 3Y | +112.1% | -8.2% | +120.4% | +106.0% |
| 5Y | +76.2% | -25.4% | +101.6% | +80.6% |
| 10Y | +340.1% | +115.6% | +224.6% | +212.0% |
| All | +599.3% | +532.7% | +66.7% | +273.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling