+4.3%
TYL vs M
+110.5%
-106.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.9% | +7.6% | +2.0% |
| 7D | +15.1% | -2.1% | +17.2% | +15.2% |
| 30D | +30.1% | +7.7% | +22.4% | +29.5% |
| 3M | +40.4% | -4.4% | +44.7% | +40.5% |
| 6M | +31.3% | +27.5% | +3.8% | +29.6% |
| YTD | -5.2% | +12.8% | -17.9% | -5.9% |
| 1Y | -6.6% | +20.7% | -27.3% | -7.9% |
| All | +4.3% | +110.5% | -106.2% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling