+155.0%
SO vs TYL
+116.1%
+38.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | -0.1% |
| 7D | -0.2% | -3.7% | +3.5% | +0.4% |
| 30D | -4.6% | +18.7% | -23.3% | -7.2% |
| 3M | -3.0% | +18.1% | -21.2% | -5.9% |
| 6M | -8.3% | -1.1% | -7.1% | -8.6% |
| YTD | +3.5% | -19.8% | +23.3% | +6.5% |
| 1Y | -0.9% | -34.3% | +33.4% | +5.7% |
| 3Y | +45.4% | -8.2% | +53.6% | +42.3% |
| 5Y | +59.6% | -25.4% | +85.0% | +59.5% |
| All | +155.0% | +116.1% | +38.8% | +114.7% |
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