-9.9%
TYL vs SITM
+47.5%
-57.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -9.4% | +14.0% | +3.4% |
| 7D | +17.3% | -19.5% | +36.8% | +14.1% |
| 30D | +28.9% | -43.2% | +72.1% | +20.6% |
| 3M | +35.1% | -30.8% | +65.9% | +30.3% |
| 6M | +29.3% | -28.6% | +57.9% | +24.4% |
| YTD | -6.8% | +14.2% | -21.0% | -8.8% |
| 1Y | -9.9% | +44.4% | -54.3% | -12.3% |
| All | -9.9% | +47.5% | -57.4% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling