+116.9%
SRE vs TYL
+115.8%
+1.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | 0.0% |
| 7D | -0.3% | -3.7% | +3.4% | +0.3% |
| 30D | -0.7% | +18.7% | -19.5% | -3.6% |
| 3M | -6.3% | +18.1% | -24.4% | -9.3% |
| 6M | -10.7% | -1.1% | -9.5% | -11.0% |
| YTD | -3.5% | -19.8% | +16.3% | -0.3% |
| 1Y | +5.3% | -34.3% | +39.6% | +13.1% |
| 3Y | +31.8% | -8.2% | +40.0% | +30.1% |
| 5Y | +47.4% | -25.4% | +72.8% | +48.4% |
| All | +116.9% | +115.8% | +1.2% | +82.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling