+368.8%
SNXX vs TYL
-23.2%
+392.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.4% | -7.4% | -6.3% |
| 7D | -12.0% | -7.5% | -4.5% | -25.3% |
| 30D | +37.9% | +6.0% | +31.9% | +59.0% |
| 3M | -52.7% | +13.9% | -66.6% | -20.3% |
| 6M | +194.8% | -3.3% | +198.1% | +323.7% |
| All | +368.8% | -23.2% | +392.0% | +471.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling