+12,412.3%
TYL vs SAN
+2,116.5%
+10,295.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.8% |
| 7D | -3.7% | +1.8% | -5.5% | -4.1% |
| 30D | +18.7% | +2.0% | +16.8% | +18.1% |
| 3M | +18.1% | +19.7% | -1.6% | +12.4% |
| 6M | -1.1% | +30.6% | -31.8% | -8.6% |
| YTD | -19.8% | +28.8% | -48.7% | -25.8% |
| 1Y | -34.3% | +57.8% | -92.1% | -42.4% |
| 3Y | -8.2% | +338.1% | -346.4% | -39.3% |
| 5Y | -25.4% | +384.2% | -409.6% | -53.0% |
| 10Y | +115.6% | +353.1% | -237.6% | +27.8% |
| All | +12,412.3% | +2,116.5% | +10,295.9% | +3,663.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling