-38.8%
SNDK vs TYL
+39.3%
-78.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.4% |
| 7D | +6.0% | +0.8% | +5.1% | +7.1% |
| 30D | -36.9% | +21.1% | -58.1% | -16.0% |
| 3M | -42.1% | +28.9% | -71.0% | -13.8% |
| 6M | -38.8% | +42.0% | -80.9% | +19.5% |
| All | -38.8% | +39.3% | -78.1% | +19.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling