+350.3%
SU vs TYL
-28.2%
+378.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +1.3% |
| 7D | -1.0% | -7.6% | +6.6% | -0.1% |
| 30D | +13.7% | +11.3% | +2.4% | +12.2% |
| 3M | +8.0% | +14.5% | -6.5% | +6.0% |
| 6M | +21.0% | -7.1% | +28.2% | +21.7% |
| YTD | +56.2% | -23.4% | +79.6% | +61.2% |
| 1Y | +72.2% | -38.6% | +110.8% | +84.2% |
| 3Y | +118.1% | -11.3% | +129.4% | +114.0% |
| 5Y | +350.3% | -28.0% | +378.3% | +350.6% |
| All | +350.3% | -28.2% | +378.5% | +350.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling