+168.9%
TYL vs MTB
+135.3%
+33.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.1% |
| 7D | +6.7% | -1.3% | +8.0% | +6.9% |
| 30D | +26.5% | +0.5% | +26.0% | +26.5% |
| 3M | +37.3% | -12.4% | +49.7% | +40.5% |
| 6M | +31.2% | +1.5% | +29.7% | +30.7% |
| YTD | -7.4% | +10.3% | -17.7% | -9.3% |
| 1Y | -9.6% | +22.2% | -31.8% | -13.1% |
| 3Y | +1.9% | +96.9% | -95.0% | -11.4% |
| 5Y | -21.1% | +64.3% | -85.4% | -29.6% |
| All | +168.9% | +135.3% | +33.6% | +151.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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