+439.5%
SN vs TYL
+7.5%
+431.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +3.3% |
| 7D | +7.2% | +6.7% | +0.5% | +5.3% |
| 30D | +20.4% | +26.5% | -6.2% | +13.0% |
| 3M | +23.9% | +37.3% | -13.4% | +13.5% |
| 6M | +93.0% | +31.2% | +61.9% | +78.0% |
| YTD | +99.2% | -7.4% | +106.6% | +108.2% |
| 1Y | +142.6% | -9.6% | +152.2% | +156.2% |
| 3Y | +398.8% | +1.9% | +396.9% | +423.6% |
| All | +439.5% | +7.5% | +431.9% | +462.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling