+8,241.0%
TMO vs TYL
+12,593.6%
-4,352.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.3% | -0.3% |
| 7D | -1.4% | -3.7% | +2.3% | -1.0% |
| 30D | +6.2% | +18.7% | -12.5% | +4.3% |
| 3M | +27.5% | +18.1% | +9.3% | +25.1% |
| 6M | +20.0% | -1.1% | +21.1% | +19.7% |
| YTD | +6.1% | -19.8% | +25.9% | +7.9% |
| 1Y | +25.8% | -34.3% | +60.2% | +30.4% |
| 3Y | +11.2% | -8.2% | +19.4% | +11.1% |
| 5Y | +9.6% | -25.4% | +35.0% | +11.2% |
| 10Y | +317.8% | +115.6% | +202.2% | +286.0% |
| All | +8,241.0% | +12,593.6% | -4,352.7% | +5,541.8% |
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