-50.7%
SE vs TYL
-9.6%
-41.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.3% |
| 7D | +2.0% | +6.7% | -4.7% | +1.4% |
| 30D | -20.0% | +26.5% | -46.5% | -21.9% |
| 3M | -31.8% | +37.3% | -69.1% | -34.0% |
| 6M | -15.9% | +31.2% | -47.0% | -18.5% |
| YTD | -40.6% | -7.4% | -33.3% | -42.5% |
| 1Y | -50.7% | -9.6% | -41.1% | -52.4% |
| All | -50.7% | -9.6% | -41.1% | -52.4% |
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 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