+59.8%
SO vs TYL
-25.2%
+85.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | -0.4% |
| 7D | -0.2% | -3.7% | +3.5% | +0.2% |
| 30D | -4.6% | +18.7% | -23.3% | -6.0% |
| 3M | -3.0% | +18.1% | -21.2% | -4.6% |
| 6M | -8.3% | -1.1% | -7.1% | -8.4% |
| YTD | +3.5% | -19.8% | +23.3% | +5.7% |
| 1Y | -0.9% | -34.3% | +33.4% | +3.7% |
| 3Y | +45.4% | -8.2% | +53.6% | +43.0% |
| All | +59.8% | -25.2% | +85.0% | +50.9% |
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