+177.1%
SLV vs TYL
-8.1%
+185.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -1.2% |
| 7D | -0.3% | -3.7% | +3.3% | -0.3% |
| 30D | +6.7% | +18.7% | -12.1% | +6.7% |
| 3M | -10.7% | +18.1% | -28.8% | -10.7% |
| 6M | -20.6% | -1.1% | -19.5% | -19.6% |
| YTD | -7.1% | -19.8% | +12.7% | -6.5% |
| 1Y | +62.0% | -34.3% | +96.3% | +64.1% |
| All | +177.1% | -8.1% | +185.2% | +186.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling