+72.4%
SGI vs TYL
+1.8%
+70.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.8% | -6.1% | -5.5% |
| 7D | -3.9% | +4.3% | -8.2% | -5.0% |
| 30D | +0.9% | +28.0% | -27.0% | -5.1% |
| 3M | -2.9% | +32.3% | -35.2% | -9.6% |
| 6M | -9.0% | +29.9% | -38.9% | -15.3% |
| YTD | -29.2% | -7.1% | -22.1% | -26.6% |
| 1Y | -32.3% | -9.2% | -23.0% | -29.2% |
| 3Y | +72.4% | +0.7% | +71.7% | +77.7% |
| All | +72.4% | +1.8% | +70.6% | +77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling