+1,362.4%
MU vs TYL
-8.1%
+1,370.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.0% | +10.1% | +5.0% |
| 7D | +9.0% | -3.7% | +12.7% | +8.0% |
| 30D | +13.8% | +18.7% | -4.9% | +19.2% |
| 3M | +2.1% | +18.1% | -16.1% | +8.4% |
| 6M | +153.8% | -1.1% | +154.9% | +170.4% |
| YTD | +256.4% | -19.8% | +276.2% | +291.7% |
| 1Y | +719.8% | -34.3% | +754.1% | +842.2% |
| All | +1,362.4% | -8.1% | +1,370.6% | +1,455.2% |
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 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