+2,557.3%
SOXX vs TYL
+15,022.6%
-12,465.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.5% | +6.1% | +3.2% |
| 7D | +5.6% | -7.6% | +13.2% | +8.5% |
| 30D | -2.7% | +11.3% | -14.1% | -7.0% |
| 3M | -7.5% | +14.5% | -22.0% | -14.3% |
| 6M | +63.5% | -7.1% | +70.7% | +61.7% |
| YTD | +75.7% | -23.4% | +99.0% | +84.1% |
| 1Y | +113.3% | -38.6% | +151.9% | +142.6% |
| 3Y | +227.4% | -11.3% | +238.7% | +216.6% |
| 5Y | +256.2% | -28.0% | +284.1% | +272.6% |
| 10Y | +1,512.5% | +104.9% | +1,407.6% | +1,061.2% |
| All | +2,557.3% | +15,022.6% | -12,465.3% | +411.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling