+244.8%
SOXX vs TYL
-30.1%
+274.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.1% |
| 7D | +3.0% | -11.5% | +14.6% | +7.0% |
| 30D | -3.1% | +3.9% | -7.0% | -4.9% |
| 3M | -4.4% | +10.8% | -15.2% | -10.1% |
| 6M | +52.9% | -5.3% | +58.2% | +51.8% |
| YTD | +72.0% | -26.1% | +98.1% | +91.1% |
| 1Y | +105.1% | -38.5% | +143.7% | +151.7% |
| 3Y | +220.6% | -14.5% | +235.1% | +202.6% |
| 5Y | +244.8% | -28.9% | +273.7% | +258.2% |
| All | +244.8% | -30.1% | +274.9% | +258.2% |
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 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