+3,072.4%
SMCI vs TYL
+3,265.2%
-192.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.7% | -3.2% |
| 7D | -11.5% | +4.3% | -15.8% | -13.4% |
| 30D | -33.6% | +28.0% | -61.6% | -41.3% |
| 3M | -11.7% | +32.3% | -44.0% | -24.2% |
| 6M | -21.4% | +29.9% | -51.3% | -34.0% |
| YTD | -5.1% | -7.1% | +2.1% | -8.1% |
| 1Y | -30.9% | -9.2% | -21.6% | -32.4% |
| 3Y | +4.5% | +0.7% | +3.8% | -5.3% |
| 5Y | +534.2% | -21.1% | +555.2% | +533.9% |
| 10Y | +1,062.8% | +180.8% | +882.0% | +470.3% |
| All | +3,072.4% | +3,265.2% | -192.8% | +266.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling