+425.4%
SN vs TYL
+10.0%
+415.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.4% |
| 7D | +3.8% | +15.1% | -11.3% | 0.0% |
| 30D | +17.5% | +30.1% | -12.5% | +9.6% |
| 3M | +19.2% | +40.4% | -21.1% | +8.6% |
| 6M | +84.9% | +31.3% | +53.7% | +70.6% |
| YTD | +94.0% | -5.2% | +99.2% | +101.6% |
| 1Y | +151.3% | -6.6% | +157.9% | +162.7% |
| 3Y | +387.1% | +3.4% | +383.7% | +410.4% |
| All | +425.4% | +10.0% | +415.3% | +444.6% |
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