+424.7%
MAR vs TYL
+115.8%
+308.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +1.4% |
| 7D | -4.2% | -3.7% | -0.5% | -3.1% |
| 30D | -6.7% | +18.7% | -25.4% | -11.8% |
| 3M | -12.5% | +18.1% | -30.6% | -17.7% |
| 6M | +0.6% | -1.1% | +1.7% | -0.4% |
| YTD | +9.1% | -19.8% | +28.9% | +15.1% |
| 1Y | +26.2% | -34.3% | +60.5% | +42.8% |
| 3Y | +68.2% | -8.2% | +76.4% | +64.5% |
| 5Y | +163.9% | -25.4% | +189.3% | +170.3% |
| All | +424.7% | +115.8% | +308.9% | +286.0% |
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 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