+11,237.1%
TSM vs TYL
+11,571.1%
-333.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +1.7% | -12.5% | -11.1% |
| 7D | -18.2% | +15.1% | -33.3% | -20.9% |
| 30D | -26.8% | +30.1% | -56.8% | -31.3% |
| 3M | -14.5% | +40.4% | -54.9% | -21.4% |
| 6M | -10.0% | +31.3% | -41.3% | -17.1% |
| YTD | +17.1% | -5.2% | +22.3% | +14.8% |
| 1Y | +21.5% | -6.6% | +28.1% | +19.3% |
| 3Y | +300.4% | +3.4% | +297.0% | +280.3% |
| 5Y | +224.7% | -19.3% | +244.0% | +223.5% |
| 10Y | +1,372.7% | +178.1% | +1,194.5% | +1,018.1% |
| All | +11,237.1% | +11,571.1% | -333.9% | +2,337.7% |
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