+958.5%
SLB vs TYL
+12,593.6%
-11,635.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.6% |
| 7D | +0.8% | -3.7% | +4.5% | +1.2% |
| 30D | +15.8% | +18.7% | -2.9% | +13.9% |
| 3M | -0.3% | +18.1% | -18.5% | -2.1% |
| 6M | +21.3% | -1.1% | +22.5% | +20.9% |
| YTD | +52.3% | -19.8% | +72.1% | +54.3% |
| 1Y | +63.6% | -34.3% | +97.9% | +68.8% |
| 3Y | +3.8% | -8.2% | +12.0% | +3.3% |
| 5Y | +128.6% | -25.4% | +154.1% | +129.6% |
| 10Y | -3.1% | +115.6% | -118.6% | -12.4% |
| All | +958.5% | +12,593.6% | -11,635.1% | +604.5% |
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