+37.7%
TMUS vs TYL
-20.5%
+58.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.6% |
| 7D | +9.0% | +15.1% | -6.1% | +6.2% |
| 30D | -3.2% | +30.1% | -33.3% | -7.8% |
| 3M | -6.9% | +40.4% | -47.3% | -12.5% |
| 6M | -16.4% | +31.3% | -47.7% | -20.8% |
| YTD | -19.6% | -5.2% | -14.4% | -19.4% |
| 1Y | -19.9% | -6.6% | -13.3% | -19.5% |
| 3Y | +14.5% | +3.4% | +11.1% | +11.4% |
| 5Y | +37.7% | -19.3% | +57.0% | +36.8% |
| All | +37.7% | -20.5% | +58.2% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling