+5,123.1%
TYL vs MKTX
+1,470.5%
+3,652.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -1.6% | +0.2% | -1.8% | -1.6% |
| 30D | +22.1% | +0.9% | +21.2% | +21.8% |
| 3M | +33.4% | +2.5% | +30.8% | +32.5% |
| 6M | +36.8% | +18.6% | +18.2% | +29.4% |
| YTD | -6.7% | -7.1% | +0.4% | -6.2% |
| 1Y | -9.2% | -0.3% | -8.9% | -10.4% |
| 3Y | +1.2% | -22.3% | +23.4% | +3.6% |
| 5Y | -23.0% | -54.5% | +31.5% | -11.2% |
| 10Y | +182.0% | +12.9% | +169.1% | +154.7% |
| All | +5,123.1% | +1,470.5% | +3,652.6% | +2,190.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling