+589.4%
SE vs TYL
+105.7%
+483.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | +2.0% |
| 7D | -6.1% | -3.7% | -2.4% | -3.6% |
| 30D | -2.5% | +18.7% | -21.2% | -14.5% |
| 3M | +21.7% | +18.1% | +3.6% | +4.9% |
| 6M | +27.0% | -1.1% | +28.1% | +23.0% |
| YTD | -12.1% | -19.8% | +7.7% | -2.2% |
| 1Y | -40.9% | -34.3% | -6.6% | -23.1% |
| 3Y | +191.0% | -8.2% | +199.2% | +157.2% |
| 5Y | -68.3% | -25.4% | -42.9% | -65.1% |
| All | +589.4% | +105.7% | +483.6% | +255.2% |
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