+239.8%
SLV vs TYL
+3,844.7%
-3,605.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.7% |
| 7D | -0.7% | +15.1% | -15.8% | -2.4% |
| 30D | -15.4% | +30.1% | -45.4% | -18.1% |
| 3M | -16.3% | +40.4% | -56.7% | -19.8% |
| 6M | -28.8% | +31.3% | -60.1% | -31.6% |
| YTD | -27.1% | -5.2% | -22.0% | -27.3% |
| 1Y | +7.5% | -6.6% | +14.1% | +7.5% |
| 3Y | +121.2% | +3.4% | +117.8% | +115.8% |
| 5Y | +110.0% | -19.3% | +129.2% | +108.7% |
| 10Y | +168.8% | +178.1% | -9.3% | +123.3% |
| All | +239.8% | +3,844.7% | -3,605.0% | +57.7% |
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 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