+379.5%
SE vs TYL
+136.3%
+243.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.3% |
| 7D | +3.3% | +3.5% | -0.2% | +0.7% |
| 30D | -18.2% | +26.9% | -45.0% | -31.8% |
| 3M | -31.3% | +33.8% | -65.1% | -45.6% |
| 6M | -10.1% | +28.8% | -38.9% | -28.7% |
| YTD | -38.9% | -7.9% | -31.0% | -39.4% |
| 1Y | -48.0% | -9.8% | -38.2% | -47.8% |
| 3Y | +78.8% | +1.2% | +77.6% | +47.9% |
| 5Y | -77.1% | -22.8% | -54.3% | -75.7% |
| All | +379.5% | +136.3% | +243.1% | +120.1% |
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