+9,412.3%
TMO vs TYL
+14,670.5%
-5,258.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.5% |
| 7D | +3.3% | -1.6% | +4.9% | +3.5% |
| 30D | +5.5% | +22.1% | -16.6% | +3.2% |
| 3M | +16.1% | +33.4% | -17.3% | +12.4% |
| 6M | +52.6% | +36.8% | +15.8% | +47.1% |
| YTD | +21.0% | -6.7% | +27.7% | +21.0% |
| 1Y | +19.4% | -9.2% | +28.6% | +19.6% |
| 3Y | +57.5% | +1.2% | +56.3% | +55.5% |
| 5Y | +11.7% | -23.0% | +34.7% | +12.6% |
| 10Y | +375.7% | +182.0% | +193.7% | +328.0% |
| All | +9,412.3% | +14,670.5% | -5,258.2% | +6,222.5% |
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