+20.2%
SGOV vs TYL
-2.5%
+22.7%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.1% | 0.0% |
| 7D | +0.1% | -3.7% | +3.8% | +0.1% |
| 30D | +0.3% | +18.7% | -18.4% | +0.3% |
| 3M | +1.0% | +18.1% | -17.2% | +1.0% |
| 6M | +1.9% | -1.1% | +3.0% | +1.9% |
| YTD | +2.5% | -19.8% | +22.3% | +2.5% |
| 1Y | +3.8% | -34.3% | +38.1% | +3.8% |
| 3Y | +14.4% | -8.2% | +22.7% | +14.4% |
| 5Y | +20.1% | -25.4% | +45.5% | +20.1% |
| All | +20.2% | -2.5% | +22.7% | +20.2% |
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