+189.7%
SW vs TYL
+164.5%
+25.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.7% | -0.6% | +3.4% |
| 7D | +12.1% | +17.3% | -5.2% | +9.7% |
| 30D | +6.6% | +28.9% | -22.3% | +3.0% |
| 3M | -6.0% | +35.1% | -41.1% | -9.8% |
| 6M | +21.5% | +29.3% | -7.8% | +16.8% |
| YTD | +20.3% | -6.8% | +27.1% | +20.8% |
| 1Y | +28.1% | -9.9% | +38.1% | +29.3% |
| 3Y | +51.6% | +1.7% | +49.9% | +51.2% |
| 5Y | -0.1% | -21.6% | +21.4% | -0.7% |
| 10Y | +189.7% | +173.5% | +16.2% | +182.0% |
| All | +189.7% | +164.5% | +25.2% | +182.0% |
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