+98.6%
TYL vs MKTX
+5.0%
+93.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | -7.5% | -0.2% | -7.3% | -7.5% |
| 30D | +6.0% | +0.7% | +5.3% | +5.8% |
| 3M | +13.9% | +40.8% | -26.9% | +1.2% |
| 6M | -3.3% | -8.0% | +4.6% | -2.0% |
| YTD | -25.8% | -8.7% | -17.1% | -24.6% |
| 1Y | -39.2% | -11.8% | -27.4% | -37.7% |
| 3Y | -13.2% | -24.0% | +10.9% | -10.5% |
| 5Y | -28.6% | -60.3% | +31.7% | -11.0% |
| All | +98.6% | +5.0% | +93.6% | +100.7% |
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