-28.0%
TYL vs SIRI
-43.5%
+15.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.4% |
| 7D | -7.6% | +4.3% | -11.9% | -8.0% |
| 30D | +11.3% | -2.8% | +14.2% | +11.6% |
| 3M | +14.5% | +5.9% | +8.6% | +13.9% |
| 6M | -7.1% | +31.9% | -39.1% | -10.0% |
| YTD | -23.4% | +48.7% | -72.0% | -26.8% |
| 1Y | -38.6% | +23.2% | -61.8% | -40.1% |
| 3Y | -11.3% | -23.9% | +12.6% | -11.4% |
| 5Y | -28.0% | -43.4% | +15.4% | -19.7% |
| All | -28.0% | -43.5% | +15.5% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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