+19.9%
MDT vs TYL
-10.1%
+30.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.7% | +1.5% | +5.4% |
| 7D | +10.7% | +17.3% | -6.5% | +8.2% |
| 30D | +19.3% | +28.9% | -9.6% | +15.3% |
| 3M | +22.8% | +35.1% | -12.3% | +18.0% |
| 6M | +36.4% | +29.3% | +7.0% | +30.6% |
| YTD | +12.1% | -6.8% | +18.8% | +12.2% |
| 1Y | +19.9% | -9.9% | +29.8% | +21.1% |
| All | +19.9% | -10.1% | +30.0% | +21.1% |
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 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