+462.6%
TYL vs SFM
+44.5%
+418.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.5% | +0.5% |
| 7D | +0.5% | -7.1% | +7.6% | +1.4% |
| 30D | +25.2% | -21.4% | +46.6% | +28.1% |
| 3M | +31.8% | -40.1% | +71.9% | +39.2% |
| 6M | +36.3% | -38.0% | +74.3% | +42.8% |
| YTD | -6.3% | -36.5% | +30.3% | -2.4% |
| 1Y | -9.5% | -35.2% | +25.7% | -6.0% |
| 3Y | +1.6% | +23.5% | -21.8% | -4.0% |
| 5Y | -21.8% | +109.7% | -131.5% | -31.9% |
| 10Y | +183.3% | +132.6% | +50.7% | +133.0% |
| All | +462.6% | +44.5% | +418.1% | +430.5% |
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