-38.6%
TYL vs MKTX
-11.2%
-27.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.5% |
| 7D | -8.6% | +0.3% | -8.9% | -8.6% |
| 30D | +7.5% | +1.0% | +6.6% | +7.4% |
| 3M | +10.9% | +40.8% | -29.9% | -0.2% |
| 6M | -6.7% | -10.9% | +4.2% | +5.9% |
| YTD | -24.5% | -8.6% | -15.9% | -16.4% |
| 1Y | -38.6% | -11.6% | -27.1% | -29.9% |
| All | -38.6% | -11.2% | -27.4% | -29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling