-24.8%
TYL vs MDY
+46.2%
-71.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +20.0% |
| 3M | +18.1% | +0.8% | +17.4% | +16.8% |
| 6M | -1.1% | +7.4% | -8.5% | -8.0% |
| YTD | -19.8% | +15.2% | -35.0% | -29.6% |
| 1Y | -34.3% | +16.5% | -50.9% | -43.0% |
| 3Y | -8.2% | +46.8% | -55.0% | -38.2% |
| All | -24.8% | +46.2% | -71.0% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling