+180.7%
TYL vs MKTX
+14.4%
+166.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +4.3% | +0.1% | +4.2% | +4.3% |
| 30D | +28.0% | +0.8% | +27.2% | +27.7% |
| 3M | +32.3% | +2.6% | +29.8% | +31.4% |
| 6M | +29.9% | +13.6% | +16.3% | +23.5% |
| YTD | -7.1% | -7.1% | 0.0% | -6.0% |
| 1Y | -9.2% | -0.1% | -9.1% | -10.3% |
| 3Y | +0.7% | -22.3% | +23.0% | +3.5% |
| 5Y | -21.1% | -54.5% | +33.5% | -5.4% |
| All | +180.7% | +14.4% | +166.3% | +174.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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