-9.6%
TYL vs SAN
+16.7%
-26.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | 0.0% | -2.2% |
| 7D | +6.7% | +4.9% | +1.7% | +6.6% |
| 30D | +26.5% | -13.0% | +39.5% | +26.5% |
| 3M | +37.3% | -18.9% | +56.2% | +37.3% |
| 6M | +31.2% | -4.1% | +35.3% | +30.4% |
| YTD | -7.4% | +2.6% | -9.9% | -5.7% |
| 1Y | -9.6% | +16.9% | -26.5% | -10.3% |
| All | -9.6% | +16.7% | -26.3% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling