+4,388.7%
TYL vs MKTX
+1,446.2%
+2,942.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -3.7% | +0.4% | -4.1% | -3.8% |
| 30D | +18.7% | +1.1% | +17.7% | +18.4% |
| 3M | +18.1% | +36.1% | -18.0% | +7.9% |
| 6M | -1.1% | -12.9% | +11.7% | +1.0% |
| YTD | -19.8% | -8.5% | -11.3% | -19.1% |
| 1Y | -34.3% | -7.5% | -26.8% | -34.0% |
| 3Y | -8.2% | -28.3% | +20.1% | -4.4% |
| 5Y | -25.4% | -63.3% | +37.9% | -9.6% |
| 10Y | +115.6% | +4.5% | +111.1% | +98.2% |
| All | +4,388.7% | +1,446.2% | +2,942.4% | +1,875.4% |
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