-20.7%
SNAP vs TYL
-10.1%
-10.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.7% | +1.2% | +4.3% |
| 7D | -0.7% | +17.3% | -17.9% | -6.1% |
| 30D | +5.5% | +28.9% | -23.4% | -3.6% |
| 3M | +2.2% | +35.1% | -32.8% | -8.5% |
| 6M | -4.1% | +29.3% | -33.4% | -13.3% |
| YTD | -26.6% | -6.8% | -19.9% | -22.6% |
| 1Y | -20.7% | -9.9% | -10.8% | -15.4% |
| All | -20.7% | -10.1% | -10.7% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling