+822.0%
MU vs TYL
-20.5%
+842.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | +1.7% | -19.2% | -17.6% |
| 7D | -29.7% | +15.1% | -44.8% | -30.6% |
| 30D | -37.2% | +30.1% | -67.3% | -38.9% |
| 3M | -26.5% | +40.4% | -66.9% | -29.6% |
| 6M | +2.6% | +31.3% | -28.7% | -1.8% |
| YTD | +130.1% | -5.2% | +135.3% | +143.2% |
| 1Y | +176.7% | -6.6% | +183.3% | +193.4% |
| 3Y | +813.1% | +3.4% | +809.7% | +775.6% |
| 5Y | +822.0% | -19.3% | +841.2% | +888.5% |
| All | +822.0% | -20.5% | +842.5% | +888.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling