+525.0%
MTUM vs TYL
+637.0%
-112.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | +6.6% | +0.8% | +5.8% | +6.4% |
| 30D | -10.8% | +21.1% | -31.9% | -16.0% |
| 3M | -13.8% | +28.9% | -42.7% | -20.8% |
| 6M | -10.7% | +42.0% | -52.7% | -21.8% |
| YTD | +9.1% | -6.6% | +15.7% | +8.3% |
| 1Y | +11.4% | -9.1% | +20.4% | +11.6% |
| 3Y | +88.8% | +1.8% | +87.0% | +77.8% |
| 5Y | +51.7% | -22.9% | +74.6% | +54.8% |
| 10Y | +307.9% | +182.3% | +125.6% | +166.4% |
| All | +525.0% | +637.0% | -112.0% | +217.0% |
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 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