+168.8%
TYL vs MTB
+136.2%
+32.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -1.0% |
| 7D | +3.5% | -0.8% | +4.3% | +3.7% |
| 30D | +26.9% | +2.4% | +24.5% | +26.4% |
| 3M | +33.8% | -10.5% | +44.3% | +36.4% |
| 6M | +28.8% | +6.4% | +22.4% | +27.3% |
| YTD | -7.9% | +12.8% | -20.7% | -10.2% |
| 1Y | -9.8% | +23.3% | -33.0% | -13.4% |
| 3Y | +1.2% | +108.2% | -107.1% | -12.9% |
| 5Y | -22.8% | +68.6% | -91.4% | -31.4% |
| 10Y | +168.8% | +125.3% | +43.5% | +160.1% |
| All | +168.8% | +136.2% | +32.6% | +160.1% |
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