-22.4%
TYL vs MDY
+31.3%
-53.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.8% |
| 7D | +6.7% | -1.7% | +8.3% | +7.9% |
| 30D | +26.5% | -0.9% | +27.5% | +27.1% |
| 3M | +37.3% | -5.7% | +43.0% | +43.1% |
| 6M | +31.2% | -2.9% | +34.1% | +32.8% |
| YTD | -7.4% | +9.8% | -17.2% | -15.9% |
| 1Y | -9.6% | +13.5% | -23.0% | -20.3% |
| 3Y | +1.9% | +51.9% | -50.0% | -35.4% |
| All | -22.4% | +31.3% | -53.7% | -41.2% |
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 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