+534.2%
SMCI vs TYL
-22.0%
+556.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.7% | -3.0% |
| 7D | -11.5% | +4.3% | -15.8% | -12.6% |
| 30D | -33.6% | +28.0% | -61.6% | -38.6% |
| 3M | -11.7% | +32.3% | -44.0% | -20.1% |
| 6M | -21.4% | +29.9% | -51.3% | -29.7% |
| YTD | -5.1% | -7.1% | +2.1% | -2.3% |
| 1Y | -30.9% | -9.2% | -21.6% | -28.2% |
| 3Y | +4.5% | +0.7% | +3.8% | -0.8% |
| 5Y | +534.2% | -21.1% | +555.2% | +541.5% |
| All | +534.2% | -22.0% | +556.2% | +541.5% |
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