-24.8%
TYL vs MTB
+101.8%
-126.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -3.7% | +1.7% | -5.4% | -4.1% |
| 30D | +18.7% | -4.2% | +22.9% | +19.8% |
| 3M | +18.1% | +8.9% | +9.3% | +15.7% |
| 6M | -1.1% | +10.9% | -12.0% | -3.7% |
| YTD | -19.8% | +21.5% | -41.3% | -23.8% |
| 1Y | -34.3% | +21.9% | -56.2% | -37.7% |
| 3Y | -8.2% | +109.2% | -117.5% | -26.5% |
| All | -24.8% | +101.8% | -126.6% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling