+2,542.1%
SAP vs TYL
+15,549.8%
-13,007.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.2% |
| 7D | +4.0% | +15.1% | -11.1% | +1.6% |
| 30D | +15.7% | +30.1% | -14.3% | +10.6% |
| 3M | +23.4% | +40.4% | -17.0% | +16.5% |
| 6M | +41.3% | +31.3% | +10.0% | +35.0% |
| YTD | +2.0% | -5.2% | +7.2% | +2.6% |
| 1Y | -5.1% | -6.6% | +1.5% | -4.4% |
| 3Y | +82.1% | +3.4% | +78.7% | +80.1% |
| 5Y | +77.2% | -19.3% | +96.4% | +80.5% |
| 10Y | +233.6% | +178.1% | +55.5% | +184.5% |
| All | +2,542.1% | +15,549.8% | -13,007.7% | +1,247.5% |
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 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