+13.3%
MCD vs TYL
+1.8%
+11.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | +0.1% |
| 7D | +7.3% | +4.3% | +3.0% | +6.7% |
| 30D | +20.0% | +28.0% | -8.0% | +16.4% |
| 3M | +3.8% | +32.3% | -28.5% | +0.2% |
| 6M | +3.8% | +29.9% | -26.2% | -0.1% |
| YTD | -5.9% | -7.1% | +1.2% | -5.2% |
| 1Y | -3.2% | -9.2% | +6.0% | -2.2% |
| 3Y | +13.3% | +0.7% | +12.6% | +10.3% |
| All | +13.3% | +1.8% | +11.5% | +10.3% |
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 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