-1.1%
TYL vs SIRI
+33.0%
-34.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.4% | -3.6% |
| 7D | -3.7% | +1.6% | -5.3% | -3.8% |
| 30D | +18.7% | -4.7% | +23.4% | +20.1% |
| 3M | +18.1% | +5.3% | +12.9% | +19.7% |
| 6M | -1.1% | +30.5% | -31.6% | +0.4% |
| All | -1.1% | +33.0% | -34.1% | +0.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling