+35,479.1%
MCHP vs TYL
+8,410.4%
+27,068.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +2.8% |
| 7D | -17.5% | +0.5% | -18.1% | -17.6% |
| 30D | -15.8% | +25.2% | -41.0% | -19.0% |
| 3M | -22.9% | +31.8% | -54.6% | -26.6% |
| 6M | -36.6% | +36.3% | -72.8% | -40.6% |
| YTD | -0.8% | -6.3% | +5.4% | -2.0% |
| 1Y | +16.5% | -9.5% | +26.0% | +15.8% |
| 3Y | -13.6% | +1.6% | -15.2% | -15.8% |
| 5Y | -17.0% | -21.8% | +4.7% | -15.7% |
| 10Y | +137.7% | +183.3% | -45.6% | +103.2% |
| All | +35,479.1% | +8,410.4% | +27,068.7% | +18,439.6% |
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