+527.0%
SMTC vs TYL
+5.0%
+522.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | +1.7% | -19.2% | -17.1% |
| 7D | -35.0% | +15.1% | -50.1% | -32.5% |
| 30D | -53.6% | +30.1% | -83.6% | -50.6% |
| 3M | -24.5% | +40.4% | -64.9% | -19.4% |
| 6M | -19.0% | +31.3% | -50.3% | -12.8% |
| YTD | +24.2% | -5.2% | +29.4% | +47.2% |
| 1Y | +35.6% | -6.6% | +42.2% | +61.2% |
| All | +527.0% | +5.0% | +522.0% | +621.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling