+1,077.0%
TTMI vs TYL
+106.7%
+970.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.5% | +7.4% | +4.0% |
| 7D | +12.2% | -7.6% | +19.8% | +14.0% |
| 30D | -5.7% | +11.3% | -17.0% | -8.7% |
| 3M | -27.5% | +14.5% | -42.0% | -31.7% |
| 6M | +47.1% | -7.1% | +54.3% | +46.3% |
| YTD | +87.5% | -23.4% | +110.8% | +97.9% |
| 1Y | +175.2% | -38.6% | +213.8% | +217.1% |
| 3Y | +901.9% | -11.3% | +913.2% | +852.3% |
| 5Y | +843.5% | -28.0% | +871.4% | +845.9% |
| 10Y | +1,077.0% | +104.9% | +972.1% | +527.2% |
| All | +1,077.0% | +106.7% | +970.3% | +527.2% |
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