-2.2%
MA vs TYL
-34.2%
+32.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | -0.3% |
| 7D | -2.7% | -3.7% | +1.0% | -2.0% |
| 30D | +1.5% | +18.7% | -17.2% | -2.1% |
| 3M | +20.4% | +18.1% | +2.3% | +15.7% |
| 6M | +11.1% | -1.1% | +12.3% | +9.1% |
| YTD | +2.0% | -19.8% | +21.8% | +3.4% |
| 1Y | -2.2% | -34.3% | +32.2% | +3.0% |
| All | -2.2% | -34.2% | +32.0% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling