-28.0%
TYL vs MKTX
-61.3%
+33.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.4% | -4.4% |
| 7D | -7.6% | +0.4% | -8.0% | -7.7% |
| 30D | +11.3% | +1.0% | +10.3% | +11.0% |
| 3M | +14.5% | +41.3% | -26.8% | +2.2% |
| 6M | -7.1% | -11.3% | +4.2% | -4.1% |
| YTD | -23.4% | -8.6% | -14.8% | -21.7% |
| 1Y | -38.6% | -11.1% | -27.5% | -36.8% |
| 3Y | -11.3% | -24.5% | +13.2% | -8.7% |
| 5Y | -28.0% | -61.4% | +33.5% | -10.2% |
| All | -28.0% | -61.3% | +33.3% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling