-22.4%
TYL vs SFM
+105.4%
-127.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.8% | +2.6% | -1.7% |
| 7D | +6.7% | -1.2% | +7.9% | +6.7% |
| 30D | +26.5% | -24.8% | +51.3% | +30.3% |
| 3M | +37.3% | -43.7% | +81.0% | +46.4% |
| 6M | +31.2% | -37.3% | +68.4% | +37.3% |
| YTD | -7.4% | -38.4% | +31.0% | -3.1% |
| 1Y | -9.6% | -36.9% | +27.4% | -5.8% |
| 3Y | +1.9% | +20.7% | -18.8% | -4.5% |
| All | -22.4% | +105.4% | -127.7% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling