+25,027.4%
SYK vs TYL
+12,593.6%
+12,433.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -1.2% |
| 7D | -8.3% | -3.7% | -4.7% | -8.0% |
| 30D | -10.1% | +18.7% | -28.8% | -11.6% |
| 3M | +0.9% | +18.1% | -17.2% | -0.8% |
| 6M | -20.2% | -1.1% | -19.1% | -20.3% |
| YTD | -13.3% | -19.8% | +6.5% | -11.9% |
| 1Y | -22.3% | -34.3% | +12.0% | -19.6% |
| 3Y | +9.7% | -8.2% | +18.0% | +9.7% |
| 5Y | +15.4% | -25.4% | +40.8% | +17.1% |
| 10Y | +192.9% | +115.6% | +77.3% | +172.0% |
| All | +25,027.4% | +12,593.6% | +12,433.8% | +15,573.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling