+158.0%
MAR vs TYL
-21.3%
+179.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.5% |
| 7D | +4.3% | +6.7% | -2.4% | +2.4% |
| 30D | +16.8% | +26.5% | -9.7% | +9.0% |
| 3M | +16.0% | +37.3% | -21.3% | +5.2% |
| 6M | +16.5% | +31.2% | -14.7% | +6.1% |
| YTD | +35.0% | -7.4% | +42.4% | +37.2% |
| 1Y | +49.4% | -9.6% | +58.9% | +53.0% |
| 3Y | +124.1% | +1.9% | +122.2% | +113.2% |
| All | +158.0% | -21.3% | +179.3% | +166.4% |
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