-48.1%
SMR vs TYL
-1.6%
-46.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.9% | -4.2% |
| 7D | -2.8% | +4.3% | -7.1% | -3.7% |
| 30D | -27.5% | +28.0% | -55.5% | -30.9% |
| 3M | -43.1% | +32.3% | -75.5% | -46.5% |
| 6M | -58.4% | +29.9% | -88.3% | -61.2% |
| YTD | -63.2% | -7.1% | -56.0% | -62.0% |
| 1Y | -81.6% | -9.2% | -72.4% | -81.0% |
| 3Y | +149.8% | +0.7% | +149.1% | +155.0% |
| All | -48.1% | -1.6% | -46.5% | -51.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling