+3,971.9%
MU vs TYL
+168.7%
+3,803.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.3% | +7.4% | +5.8% |
| 7D | -22.0% | +6.7% | -28.7% | -23.7% |
| 30D | -36.6% | +26.5% | -63.1% | -41.6% |
| 3M | -21.7% | +37.3% | -59.0% | -30.5% |
| 6M | +3.5% | +31.2% | -27.6% | -9.9% |
| YTD | +141.9% | -7.4% | +149.3% | +140.0% |
| 1Y | +189.8% | -9.6% | +199.4% | +190.2% |
| 3Y | +855.4% | +1.9% | +853.5% | +748.9% |
| 5Y | +869.2% | -21.1% | +890.3% | +878.3% |
| All | +3,971.9% | +168.7% | +3,803.3% | +1,900.6% |
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