+39.5%
TMUS vs TYL
-8.1%
+47.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.0% | +0.6% | -3.0% |
| 7D | +0.1% | -3.7% | +3.8% | +0.6% |
| 30D | +5.3% | +18.7% | -13.5% | +3.1% |
| 3M | +3.1% | +18.1% | -15.0% | +1.0% |
| 6M | -16.5% | -1.1% | -15.3% | -16.8% |
| YTD | -9.2% | -19.8% | +10.6% | -6.5% |
| 1Y | -26.5% | -34.3% | +7.8% | -21.8% |
| All | +39.5% | -8.1% | +47.6% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling