+186.8%
SO vs TYL
+174.6%
+12.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | -1.1% | +3.5% | -4.6% | -1.7% |
| 30D | +8.6% | +26.9% | -18.3% | +4.6% |
| 3M | +1.8% | +33.8% | -32.1% | -3.0% |
| 6M | +3.6% | +28.8% | -25.2% | -1.1% |
| YTD | +9.9% | -7.9% | +17.8% | +10.5% |
| 1Y | +5.7% | -9.8% | +15.5% | +6.6% |
| 3Y | +52.5% | +1.2% | +51.3% | +47.4% |
| 5Y | +77.3% | -22.8% | +100.1% | +78.2% |
| 10Y | +186.8% | +168.8% | +18.0% | +133.7% |
| All | +186.8% | +174.6% | +12.2% | +133.7% |
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