+540.2%
MAR vs TYL
+168.7%
+371.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.5% |
| 7D | +4.3% | +6.7% | -2.4% | +2.2% |
| 30D | +16.8% | +26.5% | -9.7% | +8.3% |
| 3M | +16.0% | +37.3% | -21.3% | +4.4% |
| 6M | +16.5% | +31.2% | -14.7% | +5.3% |
| YTD | +35.0% | -7.4% | +42.4% | +35.7% |
| 1Y | +49.4% | -9.6% | +58.9% | +51.3% |
| 3Y | +124.1% | +1.9% | +122.2% | +112.7% |
| 5Y | +159.2% | -21.1% | +180.3% | +161.3% |
| All | +540.2% | +168.7% | +371.5% | +331.7% |
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