+384.3%
SGI vs TYL
+174.6%
+209.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.8% | +3.5% |
| 7D | -0.2% | +3.5% | -3.8% | -1.8% |
| 30D | +6.6% | +26.9% | -20.3% | -4.9% |
| 3M | +1.8% | +33.8% | -32.0% | -11.8% |
| 6M | -3.9% | +28.8% | -32.7% | -16.6% |
| YTD | -25.2% | -7.9% | -17.4% | -24.6% |
| 1Y | -26.7% | -9.8% | -17.0% | -25.4% |
| 3Y | +86.8% | +1.2% | +85.6% | +73.0% |
| 5Y | +56.6% | -22.8% | +79.5% | +62.9% |
| 10Y | +384.3% | +168.8% | +215.5% | +159.7% |
| All | +384.3% | +174.6% | +209.7% | +159.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling