-49.5%
SMR vs TYL
-1.9%
-47.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -2.3% | +18.5% | +16.6% |
| 7D | -9.6% | +6.7% | -16.3% | -10.8% |
| 30D | -33.8% | +26.5% | -60.3% | -36.8% |
| 3M | -46.4% | +37.3% | -83.6% | -49.9% |
| 6M | -62.4% | +31.2% | -93.6% | -65.1% |
| YTD | -64.1% | -7.4% | -56.8% | -63.0% |
| 1Y | -84.3% | -9.6% | -74.8% | -83.8% |
| 3Y | +55.8% | +1.9% | +53.9% | +58.7% |
| All | -49.5% | -1.9% | -47.6% | -52.5% |
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