+1,419.6%
SRE vs TYL
+3,859.1%
-2,439.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +0.8% |
| 7D | -8.4% | +3.5% | -11.9% | -8.7% |
| 30D | -3.2% | +26.9% | -30.1% | -5.4% |
| 3M | -5.3% | +33.8% | -39.1% | -8.1% |
| 6M | -12.6% | +28.8% | -41.4% | -15.1% |
| YTD | -8.8% | -7.9% | -0.9% | -8.9% |
| 1Y | -13.4% | -9.8% | -3.7% | -13.4% |
| 3Y | +24.4% | +1.2% | +23.2% | +22.6% |
| 5Y | +47.3% | -22.8% | +70.1% | +47.4% |
| 10Y | +116.7% | +168.8% | -52.1% | +92.7% |
| All | +1,419.6% | +3,859.1% | -2,439.5% | +952.3% |
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