+104.9%
TYL vs MDY
+170.4%
-65.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.0% |
| 7D | -7.6% | +1.0% | -8.6% | -8.2% |
| 30D | +11.3% | -3.1% | +14.5% | +13.5% |
| 3M | +14.5% | +1.8% | +12.7% | +12.8% |
| 6M | -7.1% | +10.8% | -17.9% | -14.2% |
| YTD | -23.4% | +14.4% | -37.8% | -30.7% |
| 1Y | -38.6% | +15.2% | -53.8% | -44.7% |
| 3Y | -11.3% | +51.2% | -62.5% | -34.9% |
| 5Y | -28.0% | +47.2% | -75.2% | -45.7% |
| 10Y | +104.9% | +171.1% | -66.3% | +9.1% |
| All | +104.9% | +170.4% | -65.5% | +9.1% |
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