+229.8%
SOXX vs TYL
-12.9%
+242.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.7% |
| 7D | +6.1% | -8.6% | +14.7% | +5.9% |
| 30D | +0.5% | +7.5% | -7.1% | +0.5% |
| 3M | -5.3% | +10.9% | -16.2% | -5.2% |
| 6M | +58.3% | -6.7% | +65.0% | +63.1% |
| YTD | +76.8% | -24.5% | +101.4% | +93.0% |
| 1Y | +114.6% | -38.6% | +153.2% | +152.5% |
| All | +229.8% | -12.9% | +242.8% | +228.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling