+104.9%
TYL vs MKC
+26.1%
+78.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.1% | -4.4% |
| 7D | -7.6% | -4.3% | -3.3% | -6.4% |
| 30D | +11.3% | -2.0% | +13.3% | +12.0% |
| 3M | +14.5% | +10.0% | +4.5% | +11.4% |
| 6M | -7.1% | -18.5% | +11.4% | -2.0% |
| YTD | -23.4% | -22.4% | -1.0% | -18.5% |
| 1Y | -38.6% | -23.6% | -14.9% | -34.4% |
| 3Y | -11.3% | -30.4% | +19.1% | -3.7% |
| 5Y | -28.0% | -34.2% | +6.2% | -21.3% |
| 10Y | +104.9% | +26.8% | +78.0% | +80.0% |
| All | +104.9% | +26.1% | +78.8% | +80.0% |
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