-77.1%
SE vs TYL
-22.0%
-55.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -2.0% |
| 7D | 0.0% | +4.3% | -4.3% | -2.9% |
| 30D | -19.4% | +28.0% | -47.3% | -32.7% |
| 3M | -33.1% | +32.3% | -65.4% | -46.2% |
| 6M | -11.4% | +29.9% | -41.4% | -29.6% |
| YTD | -39.8% | -7.1% | -32.7% | -39.2% |
| 1Y | -50.5% | -9.2% | -41.2% | -49.2% |
| 3Y | +68.9% | +0.7% | +68.2% | +34.9% |
| 5Y | -77.1% | -21.1% | -56.0% | -75.9% |
| All | -77.1% | -22.0% | -55.1% | -75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling