+416.9%
SGI vs TYL
+174.9%
+242.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -3.6% |
| 7D | +5.3% | +15.1% | -9.8% | -1.5% |
| 30D | +8.2% | +30.1% | -21.9% | -4.6% |
| 3M | -2.2% | +40.4% | -42.6% | -17.3% |
| 6M | -8.4% | +31.3% | -39.7% | -21.5% |
| YTD | -23.4% | -5.2% | -18.2% | -23.9% |
| 1Y | -14.0% | -6.6% | -7.4% | -13.9% |
| 3Y | +78.8% | +3.4% | +75.4% | +64.0% |
| 5Y | +58.6% | -19.3% | +77.9% | +61.3% |
| All | +416.9% | +174.9% | +242.0% | +171.6% |
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 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