+238.4%
TMUS vs TYL
+168.7%
+69.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.5% |
| 7D | +3.6% | +6.7% | -3.1% | +1.8% |
| 30D | -3.4% | +26.5% | -29.9% | -9.2% |
| 3M | -9.5% | +37.3% | -46.7% | -16.9% |
| 6M | -15.2% | +31.2% | -46.3% | -21.6% |
| YTD | -18.9% | -7.4% | -11.6% | -18.5% |
| 1Y | -17.7% | -9.6% | -8.1% | -16.7% |
| 3Y | +15.6% | +1.9% | +13.7% | +10.5% |
| 5Y | +38.9% | -21.1% | +60.0% | +41.5% |
| All | +238.4% | +168.7% | +69.7% | +123.2% |
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 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