+183.5%
MAR vs TYL
-23.0%
+206.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +1.6% | +0.8% | +0.8% | +1.4% |
| 30D | +13.8% | +21.1% | -7.3% | +7.5% |
| 3M | +20.3% | +28.9% | -8.6% | +11.2% |
| 6M | +21.3% | +42.0% | -20.7% | +7.9% |
| YTD | +37.2% | -6.6% | +43.8% | +39.0% |
| 1Y | +48.4% | -9.1% | +57.5% | +51.9% |
| 3Y | +120.1% | +1.8% | +118.3% | +109.7% |
| All | +183.5% | -23.0% | +206.5% | +198.4% |
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