+369.0%
SGI vs TYL
+176.1%
+192.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.3% | -3.2% | -4.4% |
| 7D | +1.0% | +6.7% | -5.7% | -2.0% |
| 30D | +3.9% | +26.5% | -22.6% | -7.1% |
| 3M | -0.8% | +37.3% | -38.1% | -15.2% |
| 6M | -18.0% | +31.2% | -49.1% | -29.6% |
| YTD | -27.6% | -7.4% | -20.3% | -27.2% |
| 1Y | -27.2% | -9.6% | -17.7% | -26.0% |
| 3Y | +76.0% | +1.9% | +74.1% | +62.4% |
| 5Y | +50.0% | -21.1% | +71.1% | +54.2% |
| All | +369.0% | +176.1% | +192.8% | +150.8% |
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