+62,999.7%
SMTC vs TYL
+12,593.6%
+50,406.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -4.0% | +13.2% | +9.8% |
| 7D | +12.7% | -3.7% | +16.4% | +13.3% |
| 30D | +22.0% | +18.7% | +3.2% | +18.3% |
| 3M | -12.7% | +18.1% | -30.8% | -16.1% |
| 6M | +64.8% | -1.1% | +65.9% | +61.9% |
| YTD | +100.7% | -19.8% | +120.5% | +102.8% |
| 1Y | +146.9% | -34.3% | +181.2% | +157.1% |
| 3Y | +456.8% | -8.2% | +465.0% | +449.2% |
| 5Y | +89.2% | -25.4% | +114.7% | +93.2% |
| 10Y | +426.9% | +115.6% | +311.3% | +368.5% |
| All | +62,999.7% | +12,593.6% | +50,406.1% | +42,754.2% |
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