+265.1%
MU vs TYL
-10.1%
+275.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +4.7% | -11.7% | -3.5% |
| 7D | -19.1% | +17.3% | -36.4% | -8.4% |
| 30D | -25.2% | +28.9% | -54.1% | -8.9% |
| 3M | -10.9% | +35.1% | -46.0% | +13.6% |
| 6M | +38.0% | +29.3% | +8.7% | +83.7% |
| YTD | +178.8% | -6.8% | +185.6% | +217.2% |
| 1Y | +265.1% | -9.9% | +275.1% | +302.2% |
| All | +265.1% | -10.1% | +275.2% | +302.2% |
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