+172.6%
TTMI vs TYL
-34.2%
+206.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -4.0% | +12.9% | +5.9% |
| 7D | +5.9% | -3.7% | +9.5% | +3.3% |
| 30D | -4.3% | +18.7% | -23.0% | +9.4% |
| 3M | -32.0% | +18.1% | -50.2% | -19.3% |
| 6M | +19.5% | -1.1% | +20.6% | +35.6% |
| YTD | +82.0% | -19.8% | +101.8% | +94.2% |
| 1Y | +172.6% | -34.3% | +206.9% | +164.0% |
| All | +172.6% | -34.2% | +206.8% | +164.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling