+381.3%
TYL vs SFM
+132.6%
+248.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.5% |
| 6M | -1.1% | +6.5% | -7.6% | -2.6% |
| YTD | -19.8% | +2.2% | -22.0% | -20.7% |
| 1Y | -34.3% | -41.9% | +7.6% | -30.6% |
| 3Y | -8.2% | +106.8% | -115.0% | -18.2% |
| 5Y | -25.4% | +231.6% | -257.0% | -38.3% |
| 10Y | +115.6% | +258.4% | -142.9% | +68.8% |
| All | +381.3% | +132.6% | +248.7% | +330.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling