+30.9%
PM vs TYL
-9.8%
+40.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.2% |
| 7D | -2.4% | -1.6% | -0.8% | -2.3% |
| 30D | -1.3% | +22.1% | -23.4% | -2.3% |
| 3M | +6.5% | +33.4% | -26.8% | +5.0% |
| 6M | +7.0% | +36.8% | -29.8% | +5.3% |
| YTD | +25.8% | -6.7% | +32.5% | +31.9% |
| 1Y | +30.9% | -9.2% | +40.1% | +39.2% |
| All | +30.9% | -9.8% | +40.7% | +39.2% |
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