+333.1%
SLV vs TYL
+3,236.7%
-2,903.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -0.7% |
| 7D | -0.3% | -3.7% | +3.3% | +0.1% |
| 30D | +6.7% | +18.7% | -12.1% | +4.4% |
| 3M | -10.7% | +18.1% | -28.8% | -12.8% |
| 6M | -20.6% | -1.1% | -19.5% | -21.0% |
| YTD | -7.1% | -19.8% | +12.7% | -5.3% |
| 1Y | +62.0% | -34.3% | +96.3% | +69.4% |
| 3Y | +169.8% | -8.2% | +178.1% | +167.0% |
| 5Y | +161.5% | -25.4% | +186.9% | +162.3% |
| 10Y | +224.4% | +115.6% | +108.8% | +178.7% |
| All | +333.1% | +3,236.7% | -2,903.6% | +105.5% |
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