+386.6%
TMO vs TYL
+183.6%
+203.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +0.8% | +0.8% | 0.0% | +0.5% |
| 30D | +4.0% | +21.1% | -17.1% | -3.1% |
| 3M | +17.6% | +28.9% | -11.3% | +6.6% |
| 6M | +57.3% | +42.0% | +15.2% | +36.4% |
| YTD | +21.2% | -6.6% | +27.8% | +21.3% |
| 1Y | +21.1% | -9.1% | +30.2% | +22.4% |
| 3Y | +58.8% | +1.8% | +57.0% | +48.7% |
| 5Y | +11.8% | -22.9% | +34.7% | +13.4% |
| All | +386.6% | +183.6% | +203.0% | +209.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling