+763.1%
PM vs TYL
+2,566.9%
-1,803.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.1% | -1.2% |
| 7D | -4.9% | -3.7% | -1.2% | -4.2% |
| 30D | -3.4% | +18.7% | -22.1% | -6.6% |
| 3M | +5.2% | +18.1% | -13.0% | +1.6% |
| 6M | +3.7% | -1.1% | +4.8% | +3.2% |
| YTD | +15.8% | -19.8% | +35.6% | +19.3% |
| 1Y | +17.4% | -34.3% | +51.7% | +25.9% |
| 3Y | +116.9% | -8.2% | +125.2% | +114.1% |
| 5Y | +117.3% | -25.4% | +142.7% | +118.7% |
| 10Y | +193.8% | +115.6% | +78.2% | +124.0% |
| All | +763.1% | +2,566.9% | -1,803.7% | +179.4% |
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 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