+67.9%
MSFT vs TYL
-22.0%
+90.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.5% |
| 7D | +2.3% | +4.3% | -2.0% | +0.7% |
| 30D | -0.4% | +28.0% | -28.3% | -10.1% |
| 3M | +5.6% | +32.3% | -26.8% | -6.4% |
| 6M | +29.0% | +29.9% | -1.0% | +14.1% |
| YTD | +10.9% | -7.1% | +18.1% | +12.5% |
| 1Y | +6.2% | -9.2% | +15.5% | +8.6% |
| 3Y | +47.6% | +0.7% | +46.9% | +37.3% |
| 5Y | +67.9% | -21.1% | +89.0% | +71.3% |
| All | +67.9% | -22.0% | +90.0% | +71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling