-24.8%
TYL vs SFM
+230.0%
-254.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.9% | -6.9% | -4.4% |
| 7D | -3.7% | -0.1% | -3.6% | -3.7% |
| 30D | +18.7% | -4.4% | +23.1% | +19.2% |
| 3M | +18.1% | +1.5% | +16.6% | +17.4% |
| 6M | -1.1% | +6.5% | -7.6% | -2.7% |
| YTD | -19.8% | +2.2% | -22.0% | -20.7% |
| 1Y | -34.3% | -41.9% | +7.6% | -30.0% |
| 3Y | -8.2% | +106.8% | -115.0% | -18.5% |
| All | -24.8% | +230.0% | -254.7% | -35.6% |
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 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