+194.9%
SO vs TYL
+169.5%
+25.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -0.1% | +4.3% | -4.4% | -0.8% |
| 30D | +8.7% | +28.0% | -19.3% | +4.6% |
| 3M | +3.4% | +32.3% | -29.0% | -1.3% |
| 6M | +3.7% | +29.9% | -26.2% | -1.1% |
| YTD | +10.0% | -7.1% | +17.2% | +10.5% |
| 1Y | +6.6% | -9.2% | +15.8% | +7.4% |
| 3Y | +52.5% | +0.7% | +51.8% | +47.7% |
| 5Y | +76.1% | -21.1% | +97.1% | +76.1% |
| 10Y | +194.9% | +180.8% | +14.1% | +140.1% |
| All | +194.9% | +169.5% | +25.3% | +140.1% |
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