+920.4%
MSFT vs TYL
+174.6%
+745.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +3.0% |
| 7D | +7.5% | +3.5% | +4.0% | +5.8% |
| 30D | +1.9% | +26.9% | -25.0% | -9.6% |
| 3M | +9.2% | +33.8% | -24.6% | -6.0% |
| 6M | +31.9% | +28.8% | +3.0% | +14.2% |
| YTD | +13.4% | -7.9% | +21.3% | +14.8% |
| 1Y | +10.6% | -9.8% | +20.4% | +12.9% |
| 3Y | +54.7% | +1.2% | +53.5% | +41.8% |
| 5Y | +69.1% | -22.8% | +91.9% | +75.9% |
| 10Y | +920.4% | +168.8% | +751.6% | +444.4% |
| All | +920.4% | +174.6% | +745.8% | +444.4% |
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