+6,337.0%
SO vs TYL
+14,906.9%
-8,569.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.2% |
| 7D | +0.4% | +15.1% | -14.7% | -0.2% |
| 30D | +9.2% | +30.1% | -20.8% | +8.1% |
| 3M | +1.1% | +40.4% | -39.3% | -0.3% |
| 6M | -1.1% | +31.3% | -32.3% | -2.3% |
| YTD | +9.7% | -5.2% | +14.9% | +9.5% |
| 1Y | +5.5% | -6.6% | +12.1% | +5.4% |
| 3Y | +47.0% | +3.4% | +43.7% | +46.0% |
| 5Y | +77.6% | -19.3% | +96.9% | +77.2% |
| 10Y | +181.0% | +178.1% | +2.9% | +168.4% |
| All | +6,337.0% | +14,906.9% | -8,569.9% | +5,444.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling