-23.1%
TYL vs SFM
+116.0%
-139.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | +0.8% | +6.0% | -5.2% | +0.1% |
| 30D | +21.1% | -19.5% | +40.6% | +23.6% |
| 3M | +28.9% | -37.0% | +65.9% | +35.5% |
| 6M | +42.0% | -41.0% | +83.0% | +50.1% |
| YTD | -6.6% | -34.6% | +28.1% | -3.0% |
| 1Y | -9.1% | -36.3% | +27.2% | -5.3% |
| 3Y | +1.8% | +24.5% | -22.7% | -4.8% |
| All | -23.1% | +116.0% | -139.0% | -32.7% |
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