-22.3%
SYK vs TYL
-34.2%
+11.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -0.7% |
| 7D | -8.3% | -3.7% | -4.7% | -7.6% |
| 30D | -10.1% | +18.7% | -28.8% | -13.4% |
| 3M | +0.9% | +18.1% | -17.2% | -2.9% |
| 6M | -20.2% | -1.1% | -19.1% | -21.9% |
| YTD | -13.3% | -19.8% | +6.5% | -10.2% |
| 1Y | -22.3% | -34.3% | +12.0% | -13.7% |
| All | -22.3% | -34.2% | +11.8% | -13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling