-9.9%
TYL vs M
+36.6%
-46.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +7.6% | -2.9% | +4.4% |
| 7D | +17.3% | +8.3% | +9.0% | +16.8% |
| 30D | +28.9% | +14.2% | +14.7% | +28.3% |
| 3M | +35.1% | -1.1% | +36.2% | +34.0% |
| 6M | +29.3% | +36.6% | -7.3% | +30.7% |
| YTD | -6.8% | +19.8% | -26.6% | -6.0% |
| 1Y | -9.9% | +37.2% | -47.1% | -11.6% |
| All | -9.9% | +36.6% | -46.5% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling