+297.0%
MXL vs TYL
-10.1%
+307.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +4.7% | -15.8% | -8.2% |
| 7D | -24.3% | +17.3% | -41.6% | -16.2% |
| 30D | -46.1% | +28.9% | -75.0% | -36.9% |
| 3M | -21.8% | +35.1% | -56.9% | -5.8% |
| 6M | -27.2% | +29.3% | -56.5% | -8.8% |
| YTD | +226.2% | -6.8% | +232.9% | +280.5% |
| 1Y | +297.0% | -9.9% | +306.9% | +356.3% |
| All | +297.0% | -10.1% | +307.1% | +356.3% |
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 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