+272.0%
TMUS vs TYL
+3,288.7%
-3,016.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.3% |
| 7D | +9.0% | +15.1% | -6.1% | +3.8% |
| 30D | -3.2% | +30.1% | -33.3% | -11.9% |
| 3M | -6.9% | +40.4% | -47.3% | -17.7% |
| 6M | -16.4% | +31.3% | -47.7% | -25.1% |
| YTD | -19.6% | -5.2% | -14.4% | -20.4% |
| 1Y | -19.9% | -6.6% | -13.3% | -20.3% |
| 3Y | +14.5% | +3.4% | +11.1% | +6.7% |
| 5Y | +37.7% | -19.3% | +57.0% | +36.1% |
| 10Y | +242.2% | +178.1% | +64.1% | +90.0% |
| All | +272.0% | +3,288.7% | -3,016.8% | -41.7% |
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 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