+128.7%
SU vs TYL
+0.5%
+128.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.9% |
| 7D | -10.6% | +3.5% | -14.1% | -10.7% |
| 30D | -6.6% | +26.9% | -33.5% | -7.3% |
| 3M | +12.9% | +33.8% | -20.9% | +11.9% |
| 6M | +6.7% | +28.8% | -22.1% | +5.8% |
| YTD | +55.2% | -7.9% | +63.1% | +56.3% |
| 1Y | +61.5% | -9.8% | +71.3% | +63.0% |
| 3Y | +128.7% | +1.2% | +127.5% | +128.3% |
| All | +128.7% | +0.5% | +128.2% | +128.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling