-22.4%
TYL vs SAN
+267.8%
-290.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | 0.0% | -1.8% |
| 7D | +6.7% | +4.9% | +1.7% | +5.6% |
| 30D | +26.5% | -13.0% | +39.5% | +30.2% |
| 3M | +37.3% | -18.9% | +56.2% | +43.1% |
| 6M | +31.2% | -4.1% | +35.3% | +31.0% |
| YTD | -7.4% | +2.6% | -9.9% | -9.5% |
| 1Y | -9.6% | +16.9% | -26.5% | -14.8% |
| 3Y | +1.9% | +239.1% | -237.2% | -31.1% |
| All | -22.4% | +267.8% | -290.2% | -49.1% |
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 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