+611.0%
MS vs TYL
+174.9%
+436.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.7% | -7.6% | -6.4% |
| 7D | -3.4% | +15.1% | -18.5% | -7.4% |
| 30D | -3.9% | +30.1% | -34.0% | -11.4% |
| 3M | -15.9% | +40.4% | -56.3% | -24.7% |
| 6M | -2.5% | +31.3% | -33.8% | -11.9% |
| YTD | +5.1% | -5.2% | +10.3% | +4.9% |
| 1Y | +13.0% | -6.6% | +19.6% | +13.1% |
| 3Y | +160.7% | +3.4% | +157.3% | +145.8% |
| 5Y | +114.0% | -19.3% | +133.3% | +115.0% |
| All | +611.0% | +174.9% | +436.1% | +339.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling