+8.0%
TMO vs TYL
-29.1%
+37.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.9% |
| 7D | -0.5% | -8.6% | +8.1% | +2.4% |
| 30D | +1.0% | +7.5% | -6.5% | -1.6% |
| 3M | +22.7% | +10.9% | +11.8% | +17.7% |
| 6M | +19.0% | -6.7% | +25.7% | +20.5% |
| YTD | +4.7% | -24.5% | +29.2% | +13.4% |
| 1Y | +26.0% | -38.6% | +64.6% | +46.6% |
| 3Y | +18.0% | -12.6% | +30.6% | +15.5% |
| 5Y | +8.0% | -28.2% | +36.2% | +7.6% |
| All | +8.0% | -29.1% | +37.1% | +7.6% |
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