+187.5%
TYL vs MDY
+165.7%
+21.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.3% |
| 7D | -1.6% | +3.0% | -4.6% | -3.5% |
| 30D | +22.1% | +0.8% | +21.3% | +21.2% |
| 3M | +33.4% | -5.1% | +38.5% | +37.5% |
| 6M | +36.8% | +1.2% | +35.6% | +34.6% |
| YTD | -6.7% | +12.5% | -19.2% | -14.9% |
| 1Y | -9.2% | +13.8% | -23.0% | -17.9% |
| 3Y | +1.2% | +56.4% | -55.3% | -28.0% |
| 5Y | -23.0% | +35.3% | -58.3% | -39.3% |
| All | +187.5% | +165.7% | +21.8% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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