+61.5%
SGI vs TYL
-25.2%
+86.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +2.2% |
| 7D | +8.5% | -3.7% | +12.2% | +10.2% |
| 30D | +0.7% | +18.7% | -18.1% | -6.8% |
| 3M | +0.6% | +18.1% | -17.5% | -7.5% |
| 6M | -17.9% | -1.1% | -16.8% | -19.0% |
| YTD | -21.2% | -19.8% | -1.4% | -14.3% |
| 1Y | -18.9% | -34.3% | +15.5% | -1.8% |
| 3Y | +52.6% | -8.2% | +60.9% | +46.3% |
| All | +61.5% | -25.2% | +86.7% | +67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling