+335.2%
SGI vs TYL
+169.5%
+165.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.8% | -6.1% | -5.7% |
| 7D | -3.9% | +4.3% | -8.2% | -5.8% |
| 30D | +0.9% | +28.0% | -27.0% | -10.3% |
| 3M | -2.9% | +32.3% | -35.2% | -15.5% |
| 6M | -9.0% | +29.9% | -38.9% | -21.4% |
| YTD | -29.2% | -7.1% | -22.1% | -28.9% |
| 1Y | -32.3% | -9.2% | -23.0% | -31.2% |
| 3Y | +72.4% | +0.7% | +71.7% | +60.1% |
| 5Y | +50.6% | -21.1% | +71.7% | +54.9% |
| 10Y | +335.2% | +180.8% | +154.4% | +128.3% |
| All | +335.2% | +169.5% | +165.7% | +128.3% |
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