-14.2%
TYL vs MNDY
-47.4%
+33.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.4% | +2.4% | -2.7% |
| 7D | -3.7% | -9.6% | +5.9% | -1.6% |
| 30D | +18.7% | -0.4% | +19.2% | +18.5% |
| 3M | +18.1% | +4.3% | +13.8% | +16.6% |
| 6M | -1.1% | +19.8% | -20.9% | -5.8% |
| YTD | -19.8% | -38.3% | +18.5% | -13.5% |
| 1Y | -34.3% | -50.1% | +15.8% | -26.7% |
| 3Y | -8.2% | -48.4% | +40.2% | -5.3% |
| 5Y | -25.4% | -76.0% | +50.6% | -26.7% |
| All | -14.2% | -47.4% | +33.2% | -14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling