+168.8%
TYL vs MKC
+25.4%
+143.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | +3.5% | -1.9% | +5.5% | +4.1% |
| 30D | +26.9% | +8.0% | +18.9% | +24.3% |
| 3M | +33.8% | -8.6% | +42.5% | +37.3% |
| 6M | +28.8% | +1.1% | +27.8% | +28.3% |
| YTD | -7.9% | -27.7% | +19.8% | -0.2% |
| 1Y | -9.8% | -23.7% | +14.0% | -3.9% |
| 3Y | +1.2% | -19.4% | +20.6% | +4.4% |
| 5Y | -22.8% | -33.3% | +10.5% | -16.4% |
| 10Y | +168.8% | +24.0% | +144.8% | +139.7% |
| All | +168.8% | +25.4% | +143.4% | +139.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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