-48.8%
SE vs TYL
-10.1%
-38.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.7% | -0.2% | +4.0% |
| 7D | +6.7% | +17.3% | -10.6% | +5.3% |
| 30D | -17.2% | +28.9% | -46.1% | -19.2% |
| 3M | -28.0% | +35.1% | -63.1% | -30.2% |
| 6M | -6.1% | +29.3% | -35.4% | -8.9% |
| YTD | -37.1% | -6.8% | -30.4% | -39.5% |
| 1Y | -48.8% | -9.9% | -38.9% | -51.3% |
| All | -48.8% | -10.1% | -38.7% | -51.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling