+122.8%
MAR vs TYL
+0.8%
+122.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.8% | +2.5% |
| 7D | +2.9% | +4.3% | -1.5% | +2.2% |
| 30D | +17.0% | +28.0% | -10.9% | +12.6% |
| 3M | +23.2% | +32.3% | -9.2% | +17.7% |
| 6M | +21.7% | +29.9% | -8.2% | +16.3% |
| YTD | +38.9% | -7.1% | +46.0% | +42.6% |
| 1Y | +48.7% | -9.2% | +57.9% | +53.6% |
| All | +122.8% | +0.8% | +122.0% | +130.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling