+369.4%
TTMI vs TYL
+2.6%
+366.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.3% | +9.2% | +6.0% |
| 7D | -19.8% | +6.7% | -26.5% | -17.3% |
| 30D | -48.1% | +26.5% | -74.7% | -42.7% |
| 3M | -51.2% | +37.3% | -88.5% | -44.5% |
| 6M | -59.6% | +31.2% | -90.8% | -53.5% |
| YTD | -3.6% | -7.4% | +3.7% | +16.4% |
| 1Y | -2.3% | -9.6% | +7.2% | +18.5% |
| 3Y | +369.4% | +1.9% | +367.5% | +407.7% |
| All | +369.4% | +2.6% | +366.8% | +407.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling