-40.5%
TYL vs SARO
-21.1%
-19.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.4% | -3.1% | -4.3% |
| 7D | -7.6% | +1.1% | -8.7% | -7.7% |
| 30D | +11.3% | -16.2% | +27.5% | +13.6% |
| 3M | +14.5% | -1.3% | +15.8% | +14.3% |
| 6M | -7.1% | -15.2% | +8.1% | -5.3% |
| YTD | -23.4% | -14.7% | -8.7% | -22.0% |
| 1Y | -38.6% | -9.1% | -29.5% | -38.3% |
| All | -40.5% | -21.1% | -19.4% | -41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling