+4,419.4%
SMCI vs TYL
+2,805.3%
+1,614.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.0% | +8.6% | +6.4% |
| 7D | +6.8% | -3.7% | +10.4% | +8.4% |
| 30D | +30.6% | +18.7% | +11.8% | +19.9% |
| 3M | -15.6% | +18.1% | -33.7% | -24.3% |
| 6M | +21.3% | -1.1% | +22.4% | +16.7% |
| YTD | +35.3% | -19.8% | +55.1% | +42.6% |
| 1Y | -2.7% | -34.3% | +31.6% | +12.7% |
| 3Y | +40.3% | -8.2% | +48.5% | +34.3% |
| 5Y | +941.8% | -25.4% | +967.3% | +979.2% |
| 10Y | +1,687.4% | +115.6% | +1,571.8% | +916.1% |
| All | +4,419.4% | +2,805.3% | +1,614.1% | +468.7% |
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