+852.8%
PM vs TYL
+3,052.9%
-2,200.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.3% | -5.0% |
| 7D | -3.4% | +15.1% | -18.5% | -6.0% |
| 30D | +5.8% | +30.1% | -24.2% | +0.5% |
| 3M | +6.7% | +40.4% | -33.7% | -0.5% |
| 6M | +19.9% | +31.3% | -11.4% | +12.8% |
| YTD | +27.8% | -5.2% | +33.0% | +27.2% |
| 1Y | +39.4% | -6.6% | +46.0% | +39.2% |
| 3Y | +146.9% | +3.4% | +143.5% | +138.0% |
| 5Y | +166.6% | -19.3% | +185.9% | +164.8% |
| 10Y | +242.1% | +178.1% | +63.9% | +146.8% |
| All | +852.8% | +3,052.9% | -2,200.0% | +197.9% |
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