+42,373.9%
MCHP vs TYL
+7,180.6%
+35,193.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.0% | +5.5% | +2.1% |
| 7D | +1.7% | -3.7% | +5.4% | +2.3% |
| 30D | -4.1% | +18.7% | -22.8% | -6.9% |
| 3M | -22.5% | +18.1% | -40.7% | -25.3% |
| 6M | +7.3% | -1.1% | +8.4% | +6.0% |
| YTD | +18.4% | -19.8% | +38.2% | +20.5% |
| 1Y | +18.1% | -34.3% | +52.5% | +24.2% |
| 3Y | -2.8% | -8.2% | +5.4% | -3.3% |
| 5Y | +5.5% | -25.4% | +30.9% | +8.6% |
| 10Y | +185.8% | +115.6% | +70.2% | +155.4% |
| All | +42,373.9% | +7,180.6% | +35,193.3% | +22,689.7% |
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