+13.2%
SYK vs TYL
+1.3%
+11.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -5.0% | +0.8% | -5.8% | -5.2% |
| 30D | +9.9% | +21.1% | -11.2% | +5.0% |
| 3M | -8.9% | +28.9% | -37.8% | -14.3% |
| 6M | +3.1% | +42.0% | -38.9% | -5.2% |
| YTD | -11.1% | -6.6% | -4.6% | -11.1% |
| 1Y | -16.2% | -9.1% | -7.1% | -15.6% |
| 3Y | +13.2% | +1.8% | +11.3% | +13.4% |
| All | +13.2% | +1.3% | +11.8% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling