-10.5%
SE vs TYL
+31.6%
-42.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.7% | -7.4% | -5.8% |
| 7D | -1.2% | +15.1% | -16.3% | -1.9% |
| 30D | -21.7% | +30.1% | -51.7% | -23.3% |
| 3M | -34.2% | +40.4% | -74.6% | -36.0% |
| 6M | -10.5% | +31.3% | -41.8% | -13.1% |
| All | -10.5% | +31.6% | -42.1% | -13.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling