+469.0%
TYL vs SFM
+47.4%
+421.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.1% | +6.8% | +2.3% |
| 7D | +15.1% | +7.5% | +7.6% | +14.0% |
| 30D | +30.1% | -20.8% | +50.9% | +33.0% |
| 3M | +40.4% | -39.4% | +79.8% | +48.1% |
| 6M | +31.3% | -34.5% | +65.8% | +36.7% |
| YTD | -5.2% | -35.2% | +30.0% | -1.5% |
| 1Y | -6.6% | -35.3% | +28.7% | -3.0% |
| 3Y | +3.4% | +23.9% | -20.5% | -2.4% |
| 5Y | -19.3% | +113.8% | -133.1% | -29.8% |
| 10Y | +178.1% | +152.0% | +26.2% | +125.9% |
| All | +469.0% | +47.4% | +421.5% | +435.3% |
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 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