+61,246.3%
SU vs TYL
+12,593.6%
+48,652.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | -0.4% |
| 7D | +3.6% | -3.7% | +7.2% | +3.9% |
| 30D | +7.9% | +18.7% | -10.9% | +6.3% |
| 3M | +3.5% | +18.1% | -14.6% | +1.9% |
| 6M | +19.0% | -1.1% | +20.1% | +18.6% |
| YTD | +55.0% | -19.8% | +74.8% | +56.7% |
| 1Y | +71.2% | -34.3% | +105.5% | +75.9% |
| 3Y | +117.4% | -8.2% | +125.7% | +116.4% |
| 5Y | +335.2% | -25.4% | +360.6% | +337.1% |
| 10Y | +248.7% | +115.6% | +133.2% | +221.1% |
| All | +61,246.3% | +12,593.6% | +48,652.6% | +45,330.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling