+521.8%
MA vs TYL
+116.1%
+405.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | +0.5% |
| 7D | -2.7% | -3.7% | +1.0% | -1.2% |
| 30D | +1.5% | +18.7% | -17.2% | -5.7% |
| 3M | +20.4% | +18.1% | +2.3% | +11.5% |
| 6M | +11.1% | -1.1% | +12.3% | +10.3% |
| YTD | +2.0% | -19.8% | +21.8% | +9.2% |
| 1Y | -2.2% | -34.3% | +32.2% | +14.3% |
| 3Y | +41.9% | -8.2% | +50.1% | +37.8% |
| 5Y | +75.4% | -25.4% | +100.8% | +82.1% |
| All | +521.8% | +116.1% | +405.7% | +273.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling