+166.6%
PM vs TYL
-20.5%
+187.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.3% | -4.8% |
| 7D | -3.4% | +15.1% | -18.5% | -4.6% |
| 30D | +5.8% | +30.1% | -24.2% | +3.3% |
| 3M | +6.7% | +40.4% | -33.7% | +3.3% |
| 6M | +19.9% | +31.3% | -11.4% | +16.5% |
| YTD | +27.8% | -5.2% | +33.0% | +28.1% |
| 1Y | +39.4% | -6.6% | +46.0% | +40.0% |
| 3Y | +146.9% | +3.4% | +143.5% | +144.8% |
| 5Y | +166.6% | -19.3% | +185.9% | +154.4% |
| All | +166.6% | -20.5% | +187.2% | +154.4% |
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