+173.1%
SYK vs TYL
+101.5%
+71.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.9% |
| 7D | -9.1% | -7.5% | -1.6% | -6.4% |
| 30D | -20.6% | +6.0% | -26.6% | -22.3% |
| 3M | -9.6% | +13.9% | -23.5% | -13.9% |
| 6M | -19.9% | -3.3% | -16.5% | -19.6% |
| YTD | -21.2% | -25.8% | +4.7% | -13.9% |
| 1Y | -28.4% | -39.2% | +10.8% | -15.8% |
| 3Y | -5.3% | -13.2% | +7.8% | -5.8% |
| 5Y | +6.0% | -28.6% | +34.6% | +10.8% |
| All | +173.1% | +101.5% | +71.6% | +103.3% |
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