+719.8%
MU vs TYL
-34.2%
+753.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.0% | +10.1% | +3.3% |
| 7D | +9.0% | -3.7% | +12.7% | +6.5% |
| 30D | +13.8% | +18.7% | -4.9% | +28.7% |
| 3M | +2.1% | +18.1% | -16.1% | +20.0% |
| 6M | +153.8% | -1.1% | +154.9% | +185.6% |
| YTD | +256.4% | -19.8% | +276.2% | +277.5% |
| 1Y | +719.8% | -34.3% | +754.1% | +682.1% |
| All | +719.8% | -34.2% | +753.9% | +682.1% |
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