+320.5%
TMUS vs TYL
+2,766.4%
-2,445.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.0% | +0.6% | -2.0% |
| 7D | +0.1% | -3.7% | +3.8% | +1.4% |
| 30D | +5.3% | +18.7% | -13.5% | -1.1% |
| 3M | +3.1% | +18.1% | -15.0% | -3.5% |
| 6M | -16.5% | -1.1% | -15.3% | -17.1% |
| YTD | -9.2% | -19.8% | +10.6% | -4.3% |
| 1Y | -26.5% | -34.3% | +7.8% | -16.8% |
| 3Y | +39.0% | -8.2% | +47.2% | +34.7% |
| 5Y | +40.4% | -25.4% | +65.8% | +42.0% |
| 10Y | +303.7% | +115.6% | +188.1% | +147.7% |
| All | +320.5% | +2,766.4% | -2,445.9% | -30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling