+4.7%
SYK vs TYL
-29.1%
+33.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.1% |
| 7D | -11.8% | -8.6% | -3.2% | -9.1% |
| 30D | -20.4% | +7.5% | -27.9% | -22.3% |
| 3M | -12.1% | +10.9% | -23.0% | -15.2% |
| 6M | -24.3% | -6.7% | -17.6% | -23.3% |
| YTD | -21.2% | -24.5% | +3.3% | -14.7% |
| 1Y | -29.2% | -38.6% | +9.5% | -17.4% |
| 3Y | -2.1% | -12.6% | +10.6% | -3.3% |
| 5Y | +4.7% | -28.2% | +33.0% | +5.3% |
| All | +4.7% | -29.1% | +33.9% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling