-24.8%
TYL vs M
+27.3%
-52.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.6% | -6.6% | -4.4% |
| 7D | -3.7% | +4.7% | -8.4% | -4.3% |
| 30D | +18.7% | -9.6% | +28.4% | +20.4% |
| 3M | +18.1% | +0.9% | +17.3% | +17.6% |
| 6M | -1.1% | +22.3% | -23.4% | -4.5% |
| YTD | -19.8% | +6.5% | -26.3% | -21.3% |
| 1Y | -34.3% | +38.8% | -73.1% | -38.4% |
| 3Y | -8.2% | +115.9% | -124.1% | -25.4% |
| All | -24.8% | +27.3% | -52.0% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling