-21.1%
TYL vs SAN
+298.8%
-319.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | +4.3% | +10.8% | -6.4% | +2.0% |
| 30D | +28.0% | -5.7% | +33.7% | +29.4% |
| 3M | +32.3% | -13.4% | +45.8% | +36.0% |
| 6M | +29.9% | +3.5% | +26.4% | +27.6% |
| YTD | -7.1% | +9.7% | -16.9% | -10.6% |
| 1Y | -9.2% | +20.9% | -30.1% | -14.9% |
| 3Y | +0.7% | +254.3% | -253.6% | -32.4% |
| 5Y | -21.1% | +304.2% | -325.3% | -49.0% |
| All | -21.1% | +298.8% | -319.8% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling