+808.8%
TTMI vs TYL
-25.2%
+834.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -4.0% | +12.9% | +9.1% |
| 7D | +5.9% | -3.7% | +9.5% | +6.1% |
| 30D | -4.3% | +18.7% | -23.0% | -5.9% |
| 3M | -32.0% | +18.1% | -50.2% | -33.8% |
| 6M | +19.5% | -1.1% | +20.6% | +20.3% |
| YTD | +82.0% | -19.8% | +101.8% | +95.0% |
| 1Y | +172.6% | -34.3% | +206.9% | +213.7% |
| 3Y | +744.7% | -8.2% | +752.9% | +719.4% |
| All | +808.8% | -25.2% | +834.0% | +761.5% |
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