+33,314.4%
MCHP vs TYL
+8,311.2%
+25,003.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -2.3% | -7.7% | -9.7% |
| 7D | -24.6% | +6.7% | -31.2% | -25.4% |
| 30D | -25.2% | +26.5% | -51.8% | -28.2% |
| 3M | -21.1% | +37.3% | -58.3% | -25.4% |
| 6M | -42.7% | +31.2% | -73.8% | -46.0% |
| YTD | -6.9% | -7.4% | +0.5% | -7.8% |
| 1Y | +0.9% | -9.6% | +10.4% | +0.3% |
| 3Y | -16.2% | +1.9% | -18.1% | -18.4% |
| 5Y | -24.1% | -21.1% | -3.0% | -23.0% |
| 10Y | +134.1% | +171.8% | -37.7% | +101.3% |
| All | +33,314.4% | +8,311.2% | +25,003.2% | +17,345.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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