-23.1%
TYL vs SAN
+294.0%
-317.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | 0.0% |
| 7D | +0.8% | +4.0% | -3.2% | -0.1% |
| 30D | +21.1% | -7.8% | +28.9% | +23.0% |
| 3M | +28.9% | -16.4% | +45.3% | +33.5% |
| 6M | +42.0% | +3.5% | +38.5% | +39.4% |
| YTD | -6.6% | +6.7% | -13.3% | -9.6% |
| 1Y | -9.1% | +14.5% | -23.6% | -13.7% |
| 3Y | +1.8% | +243.5% | -241.7% | -31.2% |
| All | -23.1% | +294.0% | -317.1% | -51.5% |
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