+39.2%
SMTC vs TYL
-21.8%
+61.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.9% | +9.4% | +10.2% |
| 7D | +12.9% | +0.5% | +12.3% | +12.6% |
| 30D | -25.6% | +25.2% | -50.8% | -29.8% |
| 3M | -4.5% | +31.8% | -36.3% | -12.8% |
| 6M | -8.3% | +36.3% | -44.6% | -19.9% |
| YTD | +69.9% | -6.3% | +76.2% | +75.8% |
| 1Y | +73.9% | -9.5% | +83.4% | +83.2% |
| 3Y | +757.7% | +1.6% | +756.0% | +701.8% |
| All | +39.2% | -21.8% | +61.0% | +61.5% |
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