+4.9%
MSFT vs TYL
-8.8%
+13.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -1.3% | +0.8% | -2.1% | -1.5% |
| 30D | -1.8% | +21.1% | -23.0% | -6.7% |
| 3M | +5.6% | +28.9% | -23.3% | -1.5% |
| 6M | +29.8% | +42.0% | -12.2% | +16.7% |
| YTD | +9.0% | -6.6% | +15.6% | +10.0% |
| 1Y | +4.9% | -9.1% | +14.0% | +5.5% |
| All | +4.9% | -8.8% | +13.8% | +5.5% |
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