+175.2%
SO vs TYL
+168.7%
+6.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.7% |
| 7D | -1.5% | +6.7% | -8.1% | -2.5% |
| 30D | +8.1% | +26.5% | -18.5% | +4.1% |
| 3M | +0.2% | +37.3% | -37.1% | -4.9% |
| 6M | +0.4% | +31.2% | -30.8% | -4.4% |
| YTD | +8.5% | -7.4% | +15.9% | +9.0% |
| 1Y | +4.9% | -9.6% | +14.5% | +5.8% |
| 3Y | +47.9% | +1.9% | +46.0% | +42.8% |
| 5Y | +75.7% | -21.1% | +96.8% | +75.7% |
| All | +175.2% | +168.7% | +6.5% | +124.3% |
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 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