-53.7%
SMR vs TYL
-1.0%
-52.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | -8.3% | +0.8% | -9.1% | -8.4% |
| 30D | -20.1% | +21.1% | -41.2% | -23.0% |
| 3M | -52.7% | +28.9% | -81.6% | -55.2% |
| 6M | -61.0% | +42.0% | -103.1% | -64.6% |
| YTD | -67.1% | -6.6% | -60.5% | -66.1% |
| 1Y | -79.9% | -9.1% | -70.8% | -79.1% |
| 3Y | +101.7% | +1.8% | +99.9% | +105.5% |
| All | -53.7% | -1.0% | -52.6% | -56.5% |
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 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