-41.3%
TYL vs SARO
-21.9%
-19.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | -8.6% | +0.6% | -9.2% | -8.6% |
| 30D | +7.5% | -14.5% | +22.1% | +9.5% |
| 3M | +10.9% | -5.3% | +16.2% | +11.3% |
| 6M | -6.7% | -15.3% | +8.6% | -4.9% |
| YTD | -24.5% | -15.6% | -9.0% | -23.0% |
| 1Y | -38.6% | -9.1% | -29.5% | -38.4% |
| All | -41.3% | -21.9% | -19.5% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 3y: compounded portfolio wealth divided by compounded SARO 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…
3y analysis · Full analysis span regression · 6 months rolling