+72.2%
SMTC vs TYL
-10.1%
+82.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +4.7% | -17.6% | -9.4% |
| 7D | -24.5% | +17.3% | -41.8% | -14.4% |
| 30D | -42.5% | +28.9% | -71.4% | -29.9% |
| 3M | -14.1% | +35.1% | -49.2% | +8.8% |
| 6M | +3.6% | +29.3% | -25.7% | +35.3% |
| YTD | +50.6% | -6.8% | +57.4% | +81.8% |
| 1Y | +72.2% | -9.9% | +82.1% | +104.3% |
| All | +72.2% | -10.1% | +82.3% | +104.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling