+21.1%
SGOV vs TYL
+13.6%
+7.5%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.1% | +0.8% | -0.8% | +0.1% |
| 30D | +0.3% | +21.1% | -20.8% | +0.3% |
| 3M | +1.0% | +28.9% | -27.9% | +1.0% |
| 6M | +1.9% | +42.0% | -40.1% | +1.9% |
| YTD | +3.2% | -6.6% | +9.8% | +3.2% |
| 1Y | +3.8% | -9.1% | +12.8% | +3.8% |
| 3Y | +14.1% | +1.8% | +12.3% | +14.1% |
| 5Y | +21.0% | -22.9% | +43.9% | +21.0% |
| All | +21.1% | +13.6% | +7.5% | +21.1% |
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