+14,692.5%
TYL vs SAN
+1,705.1%
+12,987.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | +15.1% | +3.5% | +11.6% | +14.1% |
| 30D | +30.1% | -13.2% | +43.3% | +34.5% |
| 3M | +40.4% | -16.9% | +57.3% | +46.5% |
| 6M | +31.3% | +2.3% | +28.9% | +29.3% |
| YTD | -5.2% | +4.9% | -10.1% | -7.9% |
| 1Y | -6.6% | +20.4% | -27.0% | -12.5% |
| 3Y | +3.4% | +243.2% | -239.8% | -27.4% |
| 5Y | -19.3% | +275.3% | -294.5% | -45.8% |
| 10Y | +178.1% | +254.0% | -75.9% | +75.3% |
| All | +14,692.5% | +1,705.1% | +12,987.4% | +4,568.4% |
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