-23.1%
TYL vs MDY
+34.6%
-57.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +0.8% | +2.3% | -1.4% | -0.9% |
| 30D | +21.1% | +2.0% | +19.1% | +19.0% |
| 3M | +28.9% | -5.6% | +34.6% | +34.2% |
| 6M | +42.0% | +1.3% | +40.7% | +39.0% |
| YTD | -6.6% | +12.3% | -18.9% | -16.7% |
| 1Y | -9.1% | +15.8% | -24.9% | -21.1% |
| 3Y | +1.8% | +56.5% | -54.7% | -37.0% |
| All | -23.1% | +34.6% | -57.7% | -42.9% |
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 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