+72.0%
SU vs TYL
-39.5%
+111.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.1% | +1.6% |
| 7D | +1.6% | -8.6% | +10.2% | +1.4% |
| 30D | +10.7% | +7.5% | +3.2% | +11.0% |
| 3M | +13.5% | +10.9% | +2.6% | +14.1% |
| 6M | +21.8% | -6.7% | +28.5% | +21.6% |
| YTD | +58.8% | -24.5% | +83.4% | +54.4% |
| 1Y | +72.0% | -38.6% | +110.7% | +62.6% |
| All | +72.0% | -39.5% | +111.5% | +62.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling