+13,634.3%
TSM vs TYL
+9,772.0%
+3,862.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.0% | +6.9% | +3.7% |
| 7D | +2.7% | -3.7% | +6.4% | +3.5% |
| 30D | +3.6% | +18.7% | -15.1% | -0.5% |
| 3M | -3.4% | +18.1% | -21.5% | -8.0% |
| 6M | +20.6% | -1.1% | +21.7% | +18.8% |
| YTD | +41.9% | -19.8% | +61.7% | +45.3% |
| 1Y | +84.4% | -34.3% | +118.7% | +97.1% |
| 3Y | +380.2% | -8.2% | +388.4% | +371.1% |
| 5Y | +275.3% | -25.4% | +300.7% | +283.1% |
| 10Y | +1,751.4% | +115.6% | +1,635.8% | +1,395.7% |
| All | +13,634.3% | +9,772.0% | +3,862.3% | +2,987.0% |
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