+180.8%
TYL vs SAN
+255.1%
-74.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | +4.3% | +10.8% | -6.4% | +2.3% |
| 30D | +28.0% | -5.7% | +33.7% | +29.2% |
| 3M | +32.3% | -13.4% | +45.8% | +35.5% |
| 6M | +29.9% | +3.5% | +26.4% | +28.1% |
| YTD | -7.1% | +9.7% | -16.9% | -9.9% |
| 1Y | -9.2% | +20.9% | -30.1% | -13.7% |
| 3Y | +0.7% | +254.3% | -253.6% | -24.5% |
| 5Y | -21.1% | +304.2% | -325.3% | -43.7% |
| 10Y | +180.8% | +260.2% | -79.4% | +104.8% |
| All | +180.8% | +255.1% | -74.3% | +104.8% |
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