-23.0%
SGI vs TYL
-7.4%
-15.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -3.0% |
| 7D | +5.3% | +15.1% | -9.8% | +3.3% |
| 30D | +8.2% | +30.1% | -21.9% | +4.7% |
| 3M | -2.2% | +40.4% | -42.6% | -5.8% |
| 6M | -8.4% | +31.3% | -39.7% | -11.5% |
| YTD | -23.4% | -5.2% | -18.2% | -23.4% |
| All | -23.0% | -7.4% | -15.6% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling