+77.5%
SO vs TYL
-22.1%
+99.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -0.9% | -1.6% | +0.6% | -0.8% |
| 30D | +4.9% | +22.1% | -17.2% | +3.1% |
| 3M | +0.8% | +33.4% | -32.6% | -1.9% |
| 6M | +0.6% | +36.8% | -36.2% | -2.6% |
| YTD | +8.7% | -6.7% | +15.3% | +9.4% |
| 1Y | +4.0% | -9.2% | +13.2% | +5.0% |
| 3Y | +50.6% | +1.2% | +49.4% | +47.3% |
| 5Y | +77.5% | -23.0% | +100.5% | +71.5% |
| All | +77.5% | -22.1% | +99.6% | +71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling