+236.6%
SAP vs TYL
+183.6%
+53.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.3% |
| 7D | +0.6% | +0.8% | -0.2% | +0.2% |
| 30D | +6.5% | +21.1% | -14.6% | -2.7% |
| 3M | +12.2% | +28.9% | -16.7% | -0.7% |
| 6M | +46.1% | +42.0% | +4.0% | +23.9% |
| YTD | -1.6% | -6.6% | +5.0% | -0.4% |
| 1Y | -5.1% | -9.1% | +4.0% | -3.0% |
| 3Y | +68.4% | +1.8% | +66.5% | +61.0% |
| 5Y | +79.4% | -22.9% | +102.3% | +87.9% |
| All | +236.6% | +183.6% | +53.0% | +109.8% |
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