+515.5%
MAR vs TYL
+174.6%
+340.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.3% |
| 7D | +0.2% | +3.5% | -3.3% | -0.9% |
| 30D | +14.0% | +26.9% | -12.9% | +5.6% |
| 3M | +18.1% | +33.8% | -15.7% | +7.1% |
| 6M | +18.6% | +28.8% | -10.2% | +7.9% |
| YTD | +35.3% | -7.9% | +43.1% | +36.1% |
| 1Y | +44.5% | -9.8% | +54.2% | +46.4% |
| 3Y | +120.7% | +1.2% | +119.5% | +109.9% |
| 5Y | +164.1% | -22.8% | +186.9% | +168.2% |
| 10Y | +515.5% | +168.8% | +346.7% | +315.8% |
| All | +515.5% | +174.6% | +340.9% | +315.8% |
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