-78.0%
SE vs TYL
-23.0%
-55.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.5% | +0.8% | -1.3% | -1.1% |
| 30D | -20.9% | +21.1% | -42.1% | -31.4% |
| 3M | -38.9% | +28.9% | -67.8% | -49.9% |
| 6M | -19.4% | +42.0% | -61.4% | -40.1% |
| YTD | -40.9% | -6.6% | -34.3% | -40.6% |
| 1Y | -46.2% | -9.1% | -37.1% | -44.8% |
| 3Y | +63.7% | +1.8% | +61.9% | +29.4% |
| All | -78.0% | -23.0% | -55.0% | -76.6% |
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