+38,957.1%
SMTC vs TYL
+14,906.9%
+24,050.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | +1.7% | -19.2% | -17.8% |
| 7D | -35.0% | +15.1% | -50.1% | -36.6% |
| 30D | -53.6% | +30.1% | -83.6% | -55.7% |
| 3M | -24.5% | +40.4% | -64.9% | -29.4% |
| 6M | -19.0% | +31.3% | -50.3% | -24.5% |
| YTD | +24.2% | -5.2% | +29.4% | +21.1% |
| 1Y | +35.6% | -6.6% | +42.2% | +32.4% |
| 3Y | +521.9% | +3.4% | +518.5% | +496.0% |
| 5Y | +1.5% | -19.3% | +20.7% | +1.2% |
| 10Y | +274.7% | +178.1% | +96.6% | +218.0% |
| All | +38,957.1% | +14,906.9% | +24,050.2% | +25,498.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling