+93.7%
MA vs TYL
-20.5%
+114.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -3.0% |
| 7D | +3.2% | +15.1% | -11.9% | -1.5% |
| 30D | +15.9% | +30.1% | -14.1% | +6.2% |
| 3M | +15.2% | +40.4% | -25.2% | +2.4% |
| 6M | +32.4% | +31.3% | +1.1% | +19.6% |
| YTD | +15.6% | -5.2% | +20.8% | +15.8% |
| 1Y | +19.3% | -6.6% | +25.9% | +20.1% |
| 3Y | +73.0% | +3.4% | +69.6% | +63.6% |
| 5Y | +93.7% | -19.3% | +113.0% | +89.0% |
| All | +93.7% | -20.5% | +114.3% | +89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling