+52.8%
MRK vs TYL
-6.4%
+59.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -1.1% |
| 7D | +1.3% | -3.7% | +5.0% | +1.5% |
| 30D | +17.1% | +18.7% | -1.6% | +16.2% |
| 3M | +25.9% | +18.1% | +7.8% | +24.8% |
| 6M | +26.8% | -1.1% | +27.9% | +26.3% |
| YTD | +44.9% | -19.8% | +64.7% | +46.5% |
| 1Y | +84.8% | -34.3% | +119.2% | +89.3% |
| All | +52.8% | -6.4% | +59.2% | +50.7% |
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