+8,220.7%
TYL vs M
+396.5%
+7,824.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.6% | -6.6% | -4.5% |
| 7D | -3.7% | +4.7% | -8.4% | -4.5% |
| 30D | +18.7% | -9.6% | +28.4% | +20.7% |
| 3M | +18.1% | +0.9% | +17.3% | +17.5% |
| 6M | -1.1% | +22.3% | -23.4% | -5.2% |
| YTD | -19.8% | +6.5% | -26.3% | -21.6% |
| 1Y | -34.3% | +38.8% | -73.1% | -38.9% |
| 3Y | -8.2% | +115.9% | -124.1% | -24.7% |
| 5Y | -25.4% | +28.6% | -54.1% | -35.8% |
| 10Y | +115.6% | -2.5% | +118.1% | +68.9% |
| All | +8,220.7% | +396.5% | +7,824.2% | +4,164.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling