+255.5%
MXL vs TYL
-8.1%
+263.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.6% | -3.2% |
| 7D | -15.9% | +4.3% | -20.2% | -12.9% |
| 30D | -44.0% | +28.0% | -72.0% | -34.4% |
| 3M | -21.3% | +32.3% | -53.7% | -5.7% |
| 6M | -46.1% | +29.9% | -76.0% | -32.5% |
| YTD | +208.8% | -7.1% | +215.9% | +266.4% |
| 1Y | +255.5% | -9.2% | +264.8% | +320.0% |
| All | +255.5% | -8.1% | +263.6% | +320.0% |
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