-52.6%
SNAP vs TYL
+5.0%
-57.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +1.7% | -15.7% | -14.7% |
| 7D | -10.4% | +15.1% | -25.5% | -15.4% |
| 30D | -11.9% | +30.1% | -42.0% | -21.0% |
| 3M | -4.5% | +40.4% | -44.9% | -17.3% |
| 6M | -16.7% | +31.3% | -48.0% | -26.4% |
| YTD | -36.9% | -5.2% | -31.7% | -35.8% |
| 1Y | -30.3% | -6.6% | -23.7% | -28.7% |
| All | -52.6% | +5.0% | -57.5% | -54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling