-17.9%
TMUS vs TYL
-9.8%
-8.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +6.5% | -1.6% | +8.1% | +6.7% |
| 30D | +11.3% | +22.1% | -10.9% | +8.8% |
| 3M | -2.9% | +33.4% | -36.2% | -5.6% |
| 6M | -10.5% | +36.8% | -47.3% | -13.0% |
| YTD | -14.4% | -6.7% | -7.7% | -15.6% |
| 1Y | -17.9% | -9.2% | -8.7% | -18.9% |
| All | -17.9% | -9.8% | -8.1% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling