+229.6%
MRK vs TYL
+174.6%
+55.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +1.9% | +1.5% |
| 7D | +0.3% | +3.5% | -3.3% | -0.2% |
| 30D | +2.2% | +26.9% | -24.7% | -1.2% |
| 3M | +16.4% | +33.8% | -17.5% | +11.5% |
| 6M | +35.3% | +28.8% | +6.5% | +29.9% |
| YTD | +44.2% | -7.9% | +52.1% | +44.8% |
| 1Y | +77.5% | -9.8% | +87.2% | +78.7% |
| 3Y | +59.2% | +1.2% | +58.0% | +54.7% |
| 5Y | +109.6% | -22.8% | +132.4% | +114.4% |
| 10Y | +229.6% | +168.8% | +60.8% | +144.5% |
| All | +229.6% | +174.6% | +55.1% | +144.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling