+56.4%
SAP vs TYL
-25.2%
+81.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | +1.0% |
| 7D | -2.9% | -3.7% | +0.8% | -1.2% |
| 30D | +9.0% | +18.7% | -9.7% | +0.5% |
| 3M | +14.9% | +18.1% | -3.2% | +6.2% |
| 6M | +11.9% | -1.1% | +13.0% | +11.5% |
| YTD | -9.9% | -19.8% | +9.9% | -2.0% |
| 1Y | -19.5% | -34.3% | +14.8% | -5.0% |
| 3Y | +61.8% | -8.2% | +70.0% | +62.7% |
| All | +56.4% | -25.2% | +81.6% | +57.7% |
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 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