+2,233.8%
SAP vs TYL
+13,137.5%
-10,903.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.2% |
| 7D | -2.9% | -3.7% | +0.8% | -2.3% |
| 30D | +9.0% | +18.7% | -9.7% | +5.9% |
| 3M | +14.9% | +18.1% | -3.2% | +11.9% |
| 6M | +11.9% | -1.1% | +13.0% | +12.2% |
| YTD | -9.9% | -19.8% | +9.9% | -6.7% |
| 1Y | -19.5% | -34.3% | +14.8% | -14.1% |
| 3Y | +61.8% | -8.2% | +70.0% | +63.4% |
| 5Y | +56.2% | -25.4% | +81.6% | +61.7% |
| 10Y | +180.6% | +115.6% | +65.0% | +149.1% |
| All | +2,233.8% | +13,137.5% | -10,903.7% | +1,125.3% |
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