+147.8%
SW vs TYL
+116.1%
+31.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.3% | +1.8% |
| 7D | -5.1% | -3.7% | -1.4% | -4.7% |
| 30D | -4.6% | +18.7% | -23.3% | -6.8% |
| 3M | +9.4% | +18.1% | -8.7% | +6.8% |
| 6M | +3.5% | -1.1% | +4.6% | +3.2% |
| YTD | +22.0% | -19.8% | +41.8% | +25.1% |
| 1Y | +2.2% | -34.3% | +36.5% | +8.0% |
| 3Y | +19.6% | -8.2% | +27.8% | +21.0% |
| 5Y | -2.3% | -25.4% | +23.1% | -1.4% |
| All | +147.8% | +116.1% | +31.7% | +141.8% |
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