+113.7%
SLV vs TYL
-22.8%
+136.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.7% |
| 7D | +5.6% | +3.5% | +2.1% | +5.4% |
| 30D | -12.1% | +26.9% | -39.0% | -13.6% |
| 3M | -16.3% | +33.8% | -50.1% | -18.1% |
| 6M | -34.1% | +28.8% | -62.9% | -35.5% |
| YTD | -25.3% | -7.9% | -17.4% | -24.4% |
| 1Y | +9.6% | -9.8% | +19.4% | +11.1% |
| 3Y | +132.7% | +1.2% | +131.5% | +129.3% |
| 5Y | +113.7% | -22.8% | +136.5% | +111.7% |
| All | +113.7% | -22.8% | +136.5% | +111.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling