+6,028.8%
MU vs TYL
+116.1%
+5,912.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.0% | +10.1% | +7.4% |
| 7D | +9.0% | -3.7% | +12.7% | +10.1% |
| 30D | +13.8% | +18.7% | -4.9% | +6.9% |
| 3M | +2.1% | +18.1% | -16.1% | -6.6% |
| 6M | +153.8% | -1.1% | +154.9% | +146.0% |
| YTD | +256.4% | -19.8% | +276.2% | +273.8% |
| 1Y | +719.8% | -34.3% | +754.1% | +847.5% |
| 3Y | +1,360.4% | -8.2% | +1,368.6% | +1,231.6% |
| 5Y | +1,312.4% | -25.4% | +1,337.8% | +1,318.8% |
| All | +6,028.8% | +116.1% | +5,912.7% | +3,183.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling