+358.3%
SE vs TYL
+139.4%
+218.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.0% |
| 7D | -1.5% | -1.6% | +0.1% | -0.5% |
| 30D | -22.3% | +22.1% | -44.4% | -33.4% |
| 3M | -41.8% | +33.4% | -75.2% | -53.9% |
| 6M | -22.4% | +36.8% | -59.2% | -41.1% |
| YTD | -41.6% | -6.7% | -34.9% | -42.6% |
| 1Y | -48.0% | -9.2% | -38.8% | -47.9% |
| 3Y | +63.9% | +1.2% | +62.7% | +35.9% |
| 5Y | -78.2% | -23.0% | -55.2% | -76.8% |
| All | +358.3% | +139.4% | +218.9% | +108.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling