+876.0%
MSFT vs TYL
+115.8%
+760.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -0.1% |
| 7D | -2.7% | -3.7% | +1.0% | -0.9% |
| 30D | +2.7% | +18.7% | -16.0% | -5.7% |
| 3M | +17.0% | +18.1% | -1.2% | +6.4% |
| 6M | +23.8% | -1.1% | +24.9% | +22.6% |
| YTD | +4.0% | -19.8% | +23.8% | +13.3% |
| 1Y | -0.8% | -34.3% | +33.5% | +19.1% |
| 3Y | +55.6% | -8.2% | +63.8% | +49.1% |
| 5Y | +72.9% | -25.4% | +98.3% | +81.6% |
| All | +876.0% | +115.8% | +760.2% | +478.7% |
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 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