+1,872.3%
SGI vs TYL
+3,944.8%
-2,072.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +2.4% |
| 7D | +8.5% | -3.7% | +12.2% | +10.4% |
| 30D | +0.7% | +18.7% | -18.1% | -7.5% |
| 3M | +0.6% | +18.1% | -17.5% | -8.3% |
| 6M | -17.9% | -1.1% | -16.8% | -19.7% |
| YTD | -21.2% | -19.8% | -1.4% | -15.9% |
| 1Y | -18.9% | -34.3% | +15.5% | -4.8% |
| 3Y | +52.6% | -8.2% | +60.9% | +47.6% |
| 5Y | +60.7% | -25.4% | +86.1% | +69.9% |
| 10Y | +278.1% | +115.6% | +162.5% | +134.3% |
| All | +1,872.3% | +3,944.8% | -2,072.5% | +233.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling