-22.8%
TYL vs SIRI
-38.6%
+15.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | +3.5% | +11.4% | -7.9% | +2.2% |
| 30D | +26.9% | +24.2% | +2.6% | +23.8% |
| 3M | +33.8% | +11.1% | +22.7% | +32.1% |
| 6M | +28.8% | +23.9% | +5.0% | +25.7% |
| YTD | -7.9% | +70.0% | -77.9% | -13.3% |
| 1Y | -9.8% | +56.6% | -66.4% | -14.3% |
| 3Y | +1.2% | -21.4% | +22.5% | +1.2% |
| 5Y | -22.8% | -38.3% | +15.5% | -12.0% |
| All | -22.8% | -38.6% | +15.8% | -12.0% |
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