+187.8%
TYL vs SAN
+270.1%
-82.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | 0.0% |
| 7D | +0.8% | +4.0% | -3.2% | +0.1% |
| 30D | +21.1% | -7.8% | +28.9% | +22.8% |
| 3M | +28.9% | -16.4% | +45.3% | +32.8% |
| 6M | +42.0% | +3.5% | +38.5% | +40.0% |
| YTD | -6.6% | +6.7% | -13.3% | -9.0% |
| 1Y | -9.1% | +14.5% | -23.6% | -12.7% |
| 3Y | +1.8% | +243.5% | -241.7% | -23.3% |
| 5Y | -22.9% | +296.2% | -319.1% | -44.8% |
| All | +187.8% | +270.1% | -82.3% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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