+5,146.9%
TYL vs MKTX
+1,471.9%
+3,675.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +0.5% | +0.3% | +0.3% | +0.5% |
| 30D | +25.2% | +0.9% | +24.2% | +24.9% |
| 3M | +31.8% | +2.7% | +29.1% | +30.9% |
| 6M | +36.3% | +15.6% | +20.7% | +29.8% |
| YTD | -6.3% | -7.0% | +0.7% | -5.8% |
| 1Y | -9.5% | -1.2% | -8.2% | -10.4% |
| 3Y | +1.6% | -22.2% | +23.8% | +4.0% |
| 5Y | -21.8% | -53.7% | +32.0% | -10.1% |
| 10Y | +183.3% | +13.0% | +170.3% | +155.9% |
| All | +5,146.9% | +1,471.9% | +3,675.0% | +2,200.0% |
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