+365.1%
SE vs TYL
+143.2%
+221.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.7% | -7.4% | -6.9% |
| 7D | -1.2% | +15.1% | -16.3% | -10.7% |
| 30D | -21.7% | +30.1% | -51.7% | -35.8% |
| 3M | -34.2% | +40.4% | -74.6% | -49.6% |
| 6M | -10.5% | +31.3% | -41.8% | -30.0% |
| YTD | -40.7% | -5.2% | -35.5% | -42.4% |
| 1Y | -52.1% | -6.6% | -45.5% | -53.0% |
| 3Y | +68.9% | +3.4% | +65.5% | +37.9% |
| 5Y | -78.9% | -19.3% | -59.6% | -78.3% |
| All | +365.1% | +143.2% | +221.9% | +109.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling