+304.8%
SGI vs TYL
+183.6%
+121.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -5.3% | +0.8% | -6.1% | -5.7% |
| 30D | -2.1% | +21.1% | -23.2% | -10.7% |
| 3M | -8.2% | +28.9% | -37.1% | -19.2% |
| 6M | -4.6% | +42.0% | -46.6% | -21.3% |
| YTD | -31.5% | -6.6% | -24.9% | -31.4% |
| 1Y | -30.8% | -9.1% | -21.8% | -29.8% |
| 3Y | +67.2% | +1.8% | +65.4% | +54.3% |
| 5Y | +42.5% | -22.9% | +65.4% | +48.6% |
| All | +304.8% | +183.6% | +121.2% | +108.7% |
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