+950.2%
SMCI vs TYL
+183.3%
+766.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.5% | -10.9% | -11.2% |
| 7D | -0.3% | -1.6% | +1.2% | +0.2% |
| 30D | -30.9% | +22.1% | -53.0% | -36.0% |
| 3M | -28.2% | +33.4% | -61.6% | -36.3% |
| 6M | -17.7% | +36.8% | -54.5% | -29.5% |
| YTD | -7.8% | -6.7% | -1.1% | -8.0% |
| 1Y | -28.8% | -9.2% | -19.6% | -28.2% |
| 3Y | +1.5% | +1.2% | +0.3% | -4.9% |
| 5Y | +517.8% | -23.0% | +540.8% | +536.8% |
| All | +950.2% | +183.3% | +766.9% | +569.9% |
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