+234.3%
MRK vs TYL
+106.7%
+127.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.2% | -0.6% |
| 7D | -0.9% | -7.6% | +6.7% | +0.2% |
| 30D | +15.5% | +11.3% | +4.1% | +13.7% |
| 3M | +25.1% | +14.5% | +10.6% | +22.5% |
| 6M | +30.1% | -7.1% | +37.2% | +30.8% |
| YTD | +43.1% | -23.4% | +66.5% | +47.6% |
| 1Y | +82.5% | -38.6% | +121.0% | +94.8% |
| 3Y | +49.3% | -11.3% | +60.6% | +47.4% |
| 5Y | +130.3% | -28.0% | +158.2% | +133.7% |
| 10Y | +234.3% | +104.9% | +129.5% | +164.6% |
| All | +234.3% | +106.7% | +127.7% | +164.6% |
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