+449.9%
TTMI vs TYL
+174.6%
+275.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -0.6% | +13.8% | +13.4% |
| 7D | -1.6% | +3.5% | -5.2% | -2.5% |
| 30D | -37.7% | +26.9% | -64.6% | -41.4% |
| 3M | -45.1% | +33.8% | -78.9% | -49.5% |
| 6M | -52.1% | +28.8% | -81.0% | -56.6% |
| YTD | +9.2% | -7.9% | +17.1% | +9.6% |
| 1Y | +12.9% | -9.8% | +22.7% | +14.2% |
| 3Y | +445.5% | +1.2% | +444.3% | +404.3% |
| 5Y | +427.9% | -22.8% | +450.7% | +434.7% |
| 10Y | +449.9% | +168.8% | +281.0% | +163.4% |
| All | +449.9% | +174.6% | +275.3% | +163.4% |
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