+264.7%
SU vs TYL
+102.8%
+161.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.1% | +1.9% |
| 7D | +1.6% | -8.6% | +10.2% | +3.1% |
| 30D | +10.7% | +7.5% | +3.2% | +9.2% |
| 3M | +13.5% | +10.9% | +2.6% | +10.9% |
| 6M | +21.8% | -6.7% | +28.5% | +22.5% |
| YTD | +58.8% | -24.5% | +83.4% | +65.4% |
| 1Y | +72.0% | -38.6% | +110.7% | +86.7% |
| 3Y | +121.7% | -12.6% | +134.3% | +118.4% |
| 5Y | +350.4% | -28.2% | +378.6% | +353.4% |
| 10Y | +264.7% | +104.0% | +160.7% | +172.3% |
| All | +264.7% | +102.8% | +161.9% | +172.3% |
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 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