+1.9%
TYL vs SAN
+235.5%
-233.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | 0.0% | -2.1% |
| 7D | +6.7% | +4.9% | +1.7% | +6.2% |
| 30D | +26.5% | -13.0% | +39.5% | +28.0% |
| 3M | +37.3% | -18.9% | +56.2% | +39.7% |
| 6M | +31.2% | -4.1% | +35.3% | +30.9% |
| YTD | -7.4% | +2.6% | -9.9% | -8.4% |
| 1Y | -9.6% | +16.9% | -26.5% | -12.3% |
| 3Y | +1.9% | +239.1% | -237.2% | -12.1% |
| All | +1.9% | +235.5% | -233.6% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling