+235.9%
SU vs TYL
+185.3%
+50.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.7% |
| 7D | -4.3% | +0.5% | -4.8% | -4.4% |
| 30D | -6.2% | +25.2% | -31.4% | -9.8% |
| 3M | +9.7% | +31.8% | -22.1% | +4.3% |
| 6M | +7.3% | +36.3% | -29.0% | +0.9% |
| YTD | +58.7% | -6.3% | +65.0% | +59.0% |
| 1Y | +59.7% | -9.5% | +69.2% | +61.1% |
| 3Y | +129.2% | +1.6% | +127.6% | +120.9% |
| 5Y | +223.7% | -21.8% | +245.4% | +224.3% |
| 10Y | +235.9% | +183.3% | +52.6% | +139.3% |
| All | +235.9% | +185.3% | +50.7% | +139.3% |
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