+9.0%
MSFT vs TYL
-10.1%
+19.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.7% | +2.0% | +5.5% |
| 7D | +4.7% | +17.3% | -12.6% | +0.6% |
| 30D | +5.8% | +28.9% | -23.1% | -1.1% |
| 3M | +13.0% | +35.1% | -22.1% | +4.1% |
| 6M | +34.9% | +29.3% | +5.6% | +24.5% |
| YTD | +15.7% | -6.8% | +22.4% | +16.8% |
| 1Y | +9.0% | -9.9% | +18.9% | +9.7% |
| All | +9.0% | -10.1% | +19.0% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling