-17.1%
SLB vs TYL
+168.7%
-185.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.8% | +0.9% |
| 7D | -7.1% | +6.7% | -13.8% | -8.0% |
| 30D | +4.1% | +26.5% | -22.5% | +0.4% |
| 3M | -2.6% | +37.3% | -39.9% | -7.5% |
| 6M | -8.6% | +31.2% | -39.7% | -13.0% |
| YTD | +32.2% | -7.4% | +39.6% | +32.8% |
| 1Y | +40.7% | -9.6% | +50.2% | +41.9% |
| 3Y | -4.5% | +1.9% | -6.4% | -6.9% |
| 5Y | +66.4% | -21.1% | +87.5% | +68.3% |
| All | -17.1% | +168.7% | -185.8% | -35.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling