+25.8%
TMO vs TYL
-34.2%
+60.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.3% | -0.1% |
| 7D | -1.4% | -3.7% | +2.3% | -0.8% |
| 30D | +6.2% | +18.7% | -12.5% | +3.1% |
| 3M | +27.5% | +18.1% | +9.3% | +23.4% |
| 6M | +20.0% | -1.1% | +21.1% | +18.8% |
| YTD | +6.1% | -19.8% | +25.9% | +6.4% |
| 1Y | +25.8% | -34.3% | +60.2% | +15.2% |
| All | +25.8% | -34.2% | +60.0% | +15.2% |
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