+14.6%
TMUS vs TYL
+5.0%
+9.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.6% |
| 7D | +9.0% | +15.1% | -6.1% | +6.9% |
| 30D | -3.2% | +30.1% | -33.3% | -6.7% |
| 3M | -6.9% | +40.4% | -47.3% | -11.0% |
| 6M | -16.4% | +31.3% | -47.7% | -19.6% |
| YTD | -19.6% | -5.2% | -14.4% | -19.3% |
| 1Y | -19.9% | -6.6% | -13.3% | -19.4% |
| All | +14.6% | +5.0% | +9.7% | +19.7% |
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