+808.8%
MU vs TYL
+5.0%
+803.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | +1.7% | -19.2% | -16.9% |
| 7D | -29.7% | +15.1% | -44.8% | -26.0% |
| 30D | -37.2% | +30.1% | -67.3% | -31.1% |
| 3M | -26.5% | +40.4% | -66.9% | -17.3% |
| 6M | +2.6% | +31.3% | -28.7% | +17.2% |
| YTD | +130.1% | -5.2% | +135.3% | +171.5% |
| 1Y | +176.7% | -6.6% | +183.3% | +226.6% |
| All | +808.8% | +5.0% | +803.9% | +952.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling