+430.5%
SN vs TYL
+8.2%
+422.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.7% | -0.6% | +2.8% |
| 7D | +10.6% | +17.3% | -6.6% | +6.0% |
| 30D | +20.0% | +28.9% | -8.9% | +12.2% |
| 3M | +30.4% | +35.1% | -4.7% | +19.9% |
| 6M | +91.0% | +29.3% | +61.7% | +76.9% |
| YTD | +95.9% | -6.8% | +102.7% | +104.5% |
| 1Y | +158.9% | -9.9% | +168.8% | +174.3% |
| 3Y | +391.8% | +1.7% | +390.1% | +417.8% |
| All | +430.5% | +8.2% | +422.3% | +452.5% |
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 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