-19.3%
TYL vs MNDY
-53.2%
+33.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -0.8% |
| 7D | -8.6% | -14.1% | +5.5% | -5.6% |
| 30D | +7.5% | -8.5% | +16.0% | +9.4% |
| 3M | +10.9% | -2.5% | +13.5% | +11.1% |
| 6M | -6.7% | +0.1% | -6.8% | -7.7% |
| YTD | -24.5% | -45.0% | +20.5% | -16.5% |
| 1Y | -38.6% | -58.1% | +19.5% | -28.9% |
| 3Y | -12.6% | -52.6% | +40.0% | -8.2% |
| 5Y | -28.2% | -79.3% | +51.0% | -27.8% |
| All | -19.3% | -53.2% | +33.9% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 10y: compounded portfolio wealth divided by compounded MNDY 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…
10y analysis · Full analysis span regression · 6 months rolling