+417.0%
TTMI vs TYL
-23.0%
+440.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | +11.4% | +0.8% | +10.5% | +11.4% |
| 30D | -28.3% | +21.1% | -49.4% | -28.6% |
| 3M | -46.7% | +28.9% | -75.6% | -47.3% |
| 6M | -56.1% | +42.0% | -98.1% | -57.9% |
| YTD | +7.4% | -6.6% | +13.9% | +14.9% |
| 1Y | +17.4% | -9.1% | +26.5% | +26.8% |
| 3Y | +429.1% | +1.8% | +427.3% | +422.4% |
| All | +417.0% | -23.0% | +440.0% | +401.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling