+143,155.1%
MSFT vs TYL
+14,906.9%
+128,248.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -3.8% |
| 7D | +1.1% | +15.1% | -14.0% | -0.6% |
| 30D | +1.3% | +30.1% | -28.8% | -2.0% |
| 3M | +10.2% | +40.4% | -30.2% | +5.6% |
| 6M | +30.8% | +31.3% | -0.5% | +26.1% |
| YTD | +11.5% | -5.2% | +16.7% | +11.5% |
| 1Y | +6.5% | -6.6% | +13.1% | +6.6% |
| 3Y | +55.5% | +3.4% | +52.1% | +53.2% |
| 5Y | +66.2% | -19.3% | +85.4% | +67.7% |
| 10Y | +928.0% | +178.1% | +749.9% | +825.0% |
| All | +143,155.1% | +14,906.9% | +128,248.2% | +96,162.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling