+43.4%
SMCI vs TYL
-10.9%
+54.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.1% | +2.2% |
| 7D | +9.7% | -7.6% | +17.3% | +10.6% |
| 30D | +29.3% | +11.3% | +18.0% | +27.1% |
| 3M | -8.5% | +14.5% | -23.0% | -11.1% |
| 6M | +28.6% | -7.1% | +35.7% | +33.0% |
| YTD | +37.5% | -23.4% | +60.9% | +52.2% |
| 1Y | +0.5% | -38.6% | +39.1% | +22.8% |
| 3Y | +43.4% | -11.3% | +54.8% | +44.6% |
| All | +43.4% | -10.9% | +54.3% | +44.6% |
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 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