+1.2%
TYL vs SFM
+23.1%
-21.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.5% | -0.7% |
| 7D | +3.5% | -10.2% | +13.8% | +4.6% |
| 30D | +26.9% | -23.9% | +50.8% | +29.9% |
| 3M | +33.8% | -42.3% | +76.1% | +41.1% |
| 6M | +28.8% | -40.1% | +69.0% | +34.7% |
| YTD | -7.9% | -37.8% | +29.9% | -4.3% |
| 1Y | -9.8% | -37.1% | +27.3% | -6.4% |
| 3Y | +1.2% | +21.5% | -20.4% | +4.3% |
| All | +1.2% | +23.1% | -21.9% | +4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling