+90.8%
SMTC vs TYL
-25.2%
+116.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -4.0% | +13.2% | +10.4% |
| 7D | +12.7% | -3.7% | +16.4% | +13.8% |
| 30D | +22.0% | +18.7% | +3.2% | +14.6% |
| 3M | -12.7% | +18.1% | -30.8% | -19.9% |
| 6M | +64.8% | -1.1% | +65.9% | +61.7% |
| YTD | +100.7% | -19.8% | +120.5% | +117.2% |
| 1Y | +146.9% | -34.3% | +181.2% | +199.2% |
| 3Y | +456.8% | -8.2% | +465.0% | +425.1% |
| All | +90.8% | -25.2% | +116.0% | +109.2% |
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 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