+42.2%
SGI vs TYL
-22.1%
+64.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.8% |
| 7D | -10.7% | -1.6% | -9.1% | -10.0% |
| 30D | -3.6% | +22.1% | -25.7% | -11.7% |
| 3M | -5.4% | +33.4% | -38.8% | -17.0% |
| 6M | -7.0% | +36.8% | -43.8% | -20.6% |
| YTD | -31.6% | -6.7% | -24.9% | -30.4% |
| 1Y | -33.5% | -9.2% | -24.3% | -31.4% |
| 3Y | +66.5% | +1.2% | +65.3% | +54.9% |
| 5Y | +42.2% | -23.0% | +65.2% | +45.9% |
| All | +42.2% | -22.1% | +64.3% | +45.9% |
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