+396.7%
TTMI vs TYL
+168.7%
+228.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.3% | +9.2% | +7.3% |
| 7D | -19.8% | +6.7% | -26.5% | -21.0% |
| 30D | -48.1% | +26.5% | -74.7% | -51.1% |
| 3M | -51.2% | +37.3% | -88.5% | -55.4% |
| 6M | -59.6% | +31.2% | -90.8% | -63.6% |
| YTD | -3.6% | -7.4% | +3.7% | -3.3% |
| 1Y | -2.3% | -9.6% | +7.2% | -1.2% |
| 3Y | +369.4% | +1.9% | +367.5% | +333.2% |
| 5Y | +365.4% | -21.1% | +386.5% | +367.2% |
| All | +396.7% | +168.7% | +228.0% | +137.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling