+238.8%
SU vs TYL
+183.6%
+55.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +1.7% | +0.8% | +0.9% | +1.6% |
| 30D | -7.9% | +21.1% | -29.0% | -11.0% |
| 3M | +7.5% | +28.9% | -21.4% | +2.6% |
| 6M | +7.2% | +42.0% | -34.8% | +0.1% |
| YTD | +60.9% | -6.6% | +67.5% | +61.3% |
| 1Y | +63.6% | -9.1% | +72.7% | +64.8% |
| 3Y | +128.9% | +1.8% | +127.0% | +120.4% |
| 5Y | +228.3% | -22.9% | +251.2% | +230.1% |
| All | +238.8% | +183.6% | +55.2% | +142.9% |
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