-14.8%
SKHY vs TYL
+33.2%
-48.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.7% | -9.8% | +0.6% |
| 7D | -13.1% | +17.3% | -30.4% | +6.4% |
| 30D | -26.6% | +28.9% | -55.5% | +1.5% |
| 3M | -7.3% | +35.1% | -42.4% | +42.0% |
| All | -14.8% | +33.2% | -48.0% | +40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling