+813.6%
SLB vs TYL
+14,906.9%
-14,093.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.7% | -5.4% | -3.9% |
| 7D | -7.7% | +15.1% | -22.8% | -9.0% |
| 30D | -0.7% | +30.1% | -30.8% | -3.2% |
| 3M | 0.0% | +40.4% | -40.4% | -3.4% |
| 6M | -10.4% | +31.3% | -41.7% | -13.2% |
| YTD | +31.5% | -5.2% | +36.7% | +30.9% |
| 1Y | +39.1% | -6.6% | +45.7% | +38.7% |
| 3Y | -5.7% | +3.4% | -9.1% | -7.3% |
| 5Y | +65.4% | -19.3% | +84.7% | +64.7% |
| 10Y | -15.6% | +178.1% | -193.7% | -25.6% |
| All | +813.6% | +14,906.9% | -14,093.3% | +497.5% |
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