+180.8%
TYL vs SFM
+138.5%
+42.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +1.0% |
| 7D | +4.3% | -6.9% | +11.2% | +5.1% |
| 30D | +28.0% | -25.0% | +52.9% | +31.3% |
| 3M | +32.3% | -42.7% | +75.1% | +39.7% |
| 6M | +29.9% | -41.0% | +70.9% | +36.3% |
| YTD | -7.1% | -38.7% | +31.5% | -3.3% |
| 1Y | -9.2% | -38.1% | +28.9% | -5.6% |
| 3Y | +0.7% | +19.3% | -18.6% | -3.4% |
| 5Y | -21.1% | +103.1% | -124.2% | -29.0% |
| 10Y | +180.8% | +131.1% | +49.7% | +133.6% |
| All | +180.8% | +138.5% | +42.3% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling