+319.5%
SN vs TYL
-6.9%
+326.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | 0.0% |
| 7D | -9.3% | -3.7% | -5.7% | -8.5% |
| 30D | -4.8% | +18.7% | -23.5% | -9.1% |
| 3M | +40.4% | +18.1% | +22.3% | +33.8% |
| 6M | +50.9% | -1.1% | +52.1% | +50.5% |
| YTD | +54.9% | -19.8% | +74.8% | +68.7% |
| 1Y | +43.0% | -34.3% | +77.3% | +71.5% |
| 3Y | +391.8% | -8.2% | +400.1% | +431.6% |
| All | +319.5% | -6.9% | +326.4% | +355.7% |
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