+75.1%
SAP vs TYL
+2.6%
+72.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.9% | -3.1% |
| 7D | -0.7% | +6.7% | -7.3% | -3.6% |
| 30D | +11.1% | +26.5% | -15.4% | -1.1% |
| 3M | +17.0% | +37.3% | -20.2% | 0.0% |
| 6M | +34.8% | +31.2% | +3.7% | +17.3% |
| YTD | -2.2% | -7.4% | +5.1% | -1.6% |
| 1Y | -6.4% | -9.6% | +3.1% | -5.1% |
| 3Y | +75.1% | +1.9% | +73.2% | +75.5% |
| All | +75.1% | +2.6% | +72.6% | +75.5% |
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 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