+187.5%
TYL vs SAN
+267.7%
-80.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.4% | +0.1% |
| 7D | -1.6% | +1.0% | -2.6% | -1.8% |
| 30D | +22.1% | -9.4% | +31.5% | +24.2% |
| 3M | +33.4% | -17.1% | +50.5% | +37.7% |
| 6M | +36.8% | +2.2% | +34.6% | +35.2% |
| YTD | -6.7% | +6.0% | -12.7% | -9.0% |
| 1Y | -9.2% | +12.7% | -21.9% | -12.6% |
| 3Y | +1.2% | +242.1% | -241.0% | -23.7% |
| 5Y | -23.0% | +293.6% | -316.6% | -44.8% |
| All | +187.5% | +267.7% | -80.2% | +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