-3.9%
MCD vs TYL
-10.1%
+6.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.7% | +1.8% | +6.0% |
| 7D | +11.9% | +17.3% | -5.4% | +10.1% |
| 30D | +20.2% | +28.9% | -8.7% | +17.4% |
| 3M | +5.2% | +35.1% | -29.9% | +2.3% |
| 6M | 0.0% | +29.3% | -29.3% | -3.2% |
| YTD | -6.5% | -6.8% | +0.3% | -5.9% |
| 1Y | -3.9% | -9.9% | +6.0% | -2.3% |
| All | -3.9% | -10.1% | +6.1% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling