+2,615.8%
SNDK vs TYL
-31.5%
+2,647.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +0.9% | +12.8% | +14.4% |
| 7D | -5.8% | +0.5% | -6.3% | -5.0% |
| 30D | -34.3% | +25.2% | -59.4% | -21.7% |
| 3M | -23.1% | +31.8% | -54.8% | -4.3% |
| 6M | -36.8% | +36.3% | -73.1% | -14.8% |
| YTD | +311.9% | -6.3% | +318.1% | +453.5% |
| 1Y | +260.0% | -9.5% | +269.5% | +386.6% |
| All | +2,615.8% | -31.5% | +2,647.3% | +3,923.3% |
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 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