-6.9%
TYL vs MDY
+51.5%
-58.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.1% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | +18.7% | -1.5% | +20.2% | +19.5% |
| 3M | +18.1% | +0.8% | +17.4% | +17.4% |
| 6M | -1.1% | +7.4% | -8.5% | -5.4% |
| YTD | -19.8% | +15.2% | -35.0% | -26.2% |
| 1Y | -34.3% | +16.5% | -50.9% | -40.0% |
| All | -6.9% | +51.5% | -58.4% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling